+639.8%
ELF vs TXG
+16.5%
+623.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.1% |
| 7D | +6.3% | -3.7% | +9.9% | +6.8% |
| 30D | +8.5% | -22.0% | +30.5% | +12.8% |
| 3M | +24.4% | +7.4% | +17.0% | +20.3% |
| 6M | +94.7% | +191.2% | -96.5% | +51.4% |
| YTD | +55.9% | +285.7% | -229.8% | +13.3% |
| 1Y | +48.4% | +268.3% | -219.9% | +8.4% |
| 3Y | +24.6% | +77.3% | -52.7% | -3.5% |
| 5Y | +285.0% | -62.3% | +347.4% | +237.9% |
| All | +639.8% | +16.5% | +623.3% | +415.2% |
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