+636.5%
ELF vs TXG
+7.8%
+628.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.5% | +4.2% |
| 7D | +1.6% | -1.8% | +3.4% | +1.9% |
| 30D | +9.1% | -20.4% | +29.5% | +13.0% |
| 3M | +28.2% | +0.1% | +28.1% | +25.6% |
| 6M | +119.5% | +176.2% | -56.6% | +72.3% |
| YTD | +55.2% | +256.8% | -201.6% | +14.5% |
| 1Y | +58.6% | +255.9% | -197.3% | +16.5% |
| 3Y | +21.3% | +60.2% | -38.9% | -4.2% |
| 5Y | +276.2% | -65.1% | +341.3% | +235.1% |
| All | +636.5% | +7.8% | +628.7% | +420.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling