+275.1%
ELF vs TXG
-66.4%
+341.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.3% |
| 7D | +4.0% | -15.4% | +19.4% | +7.5% |
| 30D | +10.6% | -22.1% | +32.7% | +15.7% |
| 3M | +25.8% | +30.0% | -4.2% | +15.1% |
| 6M | +89.1% | +160.7% | -71.6% | +43.7% |
| YTD | +52.7% | +263.5% | -210.7% | +5.7% |
| 1Y | +51.7% | +356.0% | -304.3% | -1.8% |
| 3Y | +14.2% | +53.4% | -39.2% | -12.3% |
| All | +275.1% | -66.4% | +341.5% | +268.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling