-25.8%
TE vs ELF
-3.2%
-22.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.0% |
| 7D | +3.8% | -1.5% | +5.3% | +4.1% |
| 30D | -26.2% | +9.5% | -35.7% | -27.7% |
| 3M | -49.7% | +29.4% | -79.1% | -52.8% |
| 6M | -46.5% | +83.7% | -130.2% | -54.1% |
| YTD | -59.1% | +49.4% | -108.6% | -63.2% |
| 1Y | -25.8% | -3.9% | -21.9% | -20.4% |
| All | -25.8% | -3.2% | -22.6% | -20.4% |
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 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