-5.8%
TDG vs ELF
-3.2%
-2.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +7.1% | -1.5% | +8.6% | +7.2% |
| 30D | +11.4% | +9.5% | +1.8% | +10.8% |
| 3M | -4.6% | +29.4% | -33.9% | -6.0% |
| 6M | +5.8% | +83.7% | -77.9% | +2.2% |
| YTD | -8.5% | +49.4% | -57.9% | -11.1% |
| 1Y | -5.8% | -3.9% | -1.9% | -8.6% |
| All | -5.8% | -3.2% | -2.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling