-23.3%
ELF vs TXG
+31.6%
-55.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.6% | -6.0% |
| 7D | -1.2% | +9.4% | -10.5% | -3.3% |
| 30D | +5.9% | +26.1% | -20.2% | -0.2% |
| 3M | +99.5% | +124.8% | -25.3% | +61.2% |
| 6M | +26.5% | +215.2% | -188.7% | -7.5% |
| YTD | +37.2% | +302.2% | -265.0% | -6.4% |
| 1Y | -24.4% | +370.9% | -395.3% | -51.2% |
| 3Y | -23.3% | +38.5% | -61.8% | -42.0% |
| All | -23.3% | +31.6% | -55.0% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling