-53.4%
TE vs ELF
+522.2%
-575.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.4% | -5.8% |
| 7D | +0.9% | -10.8% | +11.7% | +3.4% |
| 30D | -16.3% | +0.8% | -17.1% | -16.7% |
| 3M | -40.8% | +64.8% | -105.5% | -47.5% |
| 6M | -42.6% | +19.0% | -61.6% | -45.6% |
| YTD | -31.4% | +25.9% | -57.4% | -36.5% |
| 1Y | +144.9% | -28.8% | +173.7% | +153.1% |
| 3Y | -26.0% | -29.6% | +3.6% | -30.3% |
| 5Y | -48.5% | +216.2% | -264.7% | -67.2% |
| All | -53.4% | +522.2% | -575.6% | -71.2% |
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