+804.7%
ELF vs TW
+211.4%
+593.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.2% |
| 7D | -1.2% | -3.5% | +2.3% | -0.4% |
| 30D | +5.9% | +0.5% | +5.4% | +5.7% |
| 3M | +99.5% | +4.9% | +94.6% | +96.4% |
| 6M | +26.5% | -17.1% | +43.6% | +31.0% |
| YTD | +37.2% | -3.9% | +41.0% | +36.3% |
| 1Y | -24.4% | -13.3% | -11.2% | -23.1% |
| 3Y | -23.3% | +20.9% | -44.2% | -31.1% |
| 5Y | +245.2% | +20.5% | +224.7% | +204.4% |
| All | +804.7% | +211.4% | +593.3% | +602.3% |
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