-3.9%
ELF vs TXG
+406.9%
-410.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.3% |
| 7D | -1.5% | -19.3% | +17.7% | +1.8% |
| 30D | +9.5% | -30.9% | +40.4% | +15.9% |
| 3M | +29.4% | +41.1% | -11.7% | +17.2% |
| 6M | +83.7% | +211.9% | -128.2% | +34.1% |
| YTD | +49.4% | +314.0% | -264.5% | -1.3% |
| 1Y | -3.9% | +405.4% | -409.3% | -41.3% |
| All | -3.9% | +406.9% | -410.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling