+536.1%
TDG vs ELF
+303.8%
+232.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -1.9% | -11.6% | +9.8% | +0.4% |
| 30D | -7.7% | +4.6% | -12.3% | -8.6% |
| 3M | -9.3% | +59.7% | -69.0% | -17.6% |
| 6M | -9.4% | +21.2% | -30.6% | -13.8% |
| YTD | -14.3% | +27.4% | -41.7% | -19.9% |
| 1Y | -11.8% | -29.8% | +18.0% | -9.8% |
| 3Y | +52.0% | -28.5% | +80.4% | +40.5% |
| 5Y | +128.8% | +220.0% | -91.2% | +33.1% |
| All | +536.1% | +303.8% | +232.3% | +189.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling