+538.8%
TDG vs ELF
+334.6%
+204.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.6% |
| 7D | -0.9% | -1.2% | +0.2% | -0.7% |
| 30D | -6.5% | +5.9% | -12.4% | -7.7% |
| 3M | -5.1% | +99.5% | -104.6% | -17.2% |
| 6M | -11.5% | +26.5% | -38.1% | -16.6% |
| YTD | -13.9% | +37.2% | -51.1% | -20.7% |
| 1Y | -11.5% | -24.4% | +13.0% | -10.7% |
| 3Y | +53.7% | -23.3% | +77.0% | +40.3% |
| 5Y | +135.5% | +245.2% | -109.7% | +35.1% |
| All | +538.8% | +334.6% | +204.2% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling