-18.0%
ELF vs TXG
+372.5%
-390.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +5.4% | +1.8% | +3.5% | +5.0% |
| 30D | +27.0% | +32.0% | -5.0% | +19.8% |
| 3M | +113.2% | +87.0% | +26.2% | +84.8% |
| 6M | +36.6% | +180.1% | -143.5% | +6.1% |
| YTD | +44.2% | +284.1% | -239.9% | +4.2% |
| 1Y | -18.0% | +361.7% | -379.7% | -41.1% |
| All | -18.0% | +372.5% | -390.5% | -41.1% |
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