+121.6%
TDG vs ELF
+213.8%
-92.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -2.7% | -10.8% | +8.2% | -1.4% |
| 30D | -9.3% | +0.8% | -10.1% | -9.5% |
| 3M | -7.1% | +64.8% | -71.8% | -12.8% |
| 6M | -11.2% | +19.0% | -30.1% | -13.7% |
| YTD | -15.3% | +25.9% | -41.2% | -18.7% |
| 1Y | -12.5% | -28.8% | +16.3% | -11.2% |
| 3Y | +51.2% | -29.6% | +80.8% | +43.4% |
| All | +121.6% | +213.8% | -92.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling