+907.3%
ELF vs TW
+286.2%
+621.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +4.0% | +4.2% | -0.3% | +3.1% |
| 30D | +10.6% | +18.9% | -8.4% | +6.5% |
| 3M | +25.8% | +23.8% | +2.0% | +19.9% |
| 6M | +89.1% | +17.0% | +72.0% | +81.5% |
| YTD | +52.7% | +19.2% | +33.5% | +44.6% |
| 1Y | +51.7% | +20.1% | +31.6% | +43.4% |
| 3Y | +14.2% | +40.5% | -26.3% | 0.0% |
| 5Y | +270.7% | +38.0% | +232.6% | +219.0% |
| All | +907.3% | +286.2% | +621.1% | +645.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling