+255.0%
ELF vs TW
+23.1%
+231.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +5.4% | -2.3% | +7.7% | +5.7% |
| 30D | +27.0% | +3.9% | +23.0% | +26.1% |
| 3M | +113.2% | +5.7% | +107.5% | +110.1% |
| 6M | +36.6% | -14.5% | +51.1% | +39.6% |
| YTD | +44.2% | -0.9% | +45.1% | +42.7% |
| 1Y | -18.0% | -13.5% | -4.5% | -16.1% |
| 3Y | -19.9% | +25.0% | -44.9% | -29.7% |
| All | +255.0% | +23.1% | +231.9% | +219.6% |
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