+245.2%
ELF vs TXG
-65.4%
+310.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.6% | -5.9% |
| 7D | -1.2% | +9.4% | -10.5% | -3.2% |
| 30D | +5.9% | +26.1% | -20.2% | +0.1% |
| 3M | +99.5% | +124.8% | -25.3% | +63.2% |
| 6M | +26.5% | +215.2% | -188.7% | -5.6% |
| YTD | +37.2% | +302.2% | -265.0% | -4.0% |
| 1Y | -24.4% | +370.9% | -395.3% | -49.7% |
| 3Y | -23.3% | +38.5% | -61.8% | -38.5% |
| 5Y | +245.2% | -64.4% | +309.5% | +191.8% |
| All | +245.2% | -65.4% | +310.6% | +191.8% |
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