+927.8%
ELF vs TW
+291.9%
+635.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +6.3% | +3.1% | +3.2% | +5.6% |
| 30D | +8.5% | +16.7% | -8.2% | +4.9% |
| 3M | +24.4% | +25.2% | -0.7% | +18.3% |
| 6M | +94.7% | +19.5% | +75.3% | +86.1% |
| YTD | +55.9% | +21.0% | +34.8% | +47.1% |
| 1Y | +48.4% | +19.0% | +29.5% | +40.7% |
| 3Y | +24.6% | +40.7% | -16.1% | +9.3% |
| 5Y | +285.0% | +40.1% | +244.9% | +230.2% |
| All | +927.8% | +291.9% | +635.9% | +658.2% |
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