+273.0%
ELF vs TW
+41.2%
+231.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.8% |
| 7D | +1.6% | +3.9% | -2.3% | +1.0% |
| 30D | +9.1% | +19.9% | -10.8% | +6.0% |
| 3M | +28.2% | +25.9% | +2.2% | +23.5% |
| 6M | +119.5% | +21.1% | +98.4% | +112.0% |
| YTD | +55.2% | +23.9% | +31.2% | +48.1% |
| 1Y | +58.6% | +21.2% | +37.4% | +52.2% |
| 3Y | +21.3% | +44.8% | -23.5% | +5.8% |
| All | +273.0% | +41.2% | +231.8% | +234.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling