-19.1%
TE vs ELF
-27.2%
+8.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.1% |
| 7D | +15.0% | -6.8% | +21.8% | +16.6% |
| 30D | -7.5% | +5.1% | -12.6% | -9.0% |
| 3M | -42.0% | +79.8% | -121.7% | -49.7% |
| 6M | -31.4% | +29.7% | -61.1% | -36.1% |
| YTD | -26.5% | +31.6% | -58.1% | -32.5% |
| 1Y | +153.1% | -27.9% | +181.0% | +161.4% |
| All | -19.1% | -27.2% | +8.1% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling