-45.3%
TE vs ELF
+53.2%
-98.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -7.0% | -3.7% |
| 7D | -19.1% | +1.6% | -20.7% | -19.3% |
| 30D | -34.1% | +9.1% | -43.2% | -34.9% |
| 3M | -60.1% | +28.2% | -88.3% | -61.6% |
| 6M | -66.0% | +119.5% | -185.5% | -69.5% |
| YTD | -71.4% | +55.2% | -126.6% | -72.2% |
| 1Y | -45.3% | +58.6% | -103.9% | -48.1% |
| All | -45.3% | +53.2% | -98.5% | -48.1% |
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 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