+524.7%
ELF vs TXG
+24.6%
+500.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.6% | -4.6% |
| 7D | -6.8% | +9.1% | -15.9% | -8.5% |
| 30D | +5.1% | +14.9% | -9.8% | +2.1% |
| 3M | +79.8% | +120.0% | -40.2% | +51.5% |
| 6M | +29.7% | +221.8% | -192.1% | +0.2% |
| YTD | +31.6% | +312.6% | -281.0% | -3.8% |
| 1Y | -27.9% | +398.4% | -426.4% | -49.9% |
| 3Y | -26.4% | +42.1% | -68.5% | -40.0% |
| 5Y | +235.6% | -63.5% | +299.1% | +198.1% |
| All | +524.7% | +24.6% | +500.1% | +337.3% |
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 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