+21.7%
TE vs ELF
+24.7%
-3.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -22.0% | +4.3% | -26.2% | -22.6% |
| 30D | -33.6% | +7.7% | -41.4% | -34.6% |
| 3M | -61.1% | +24.7% | -85.8% | -62.9% |
| 6M | -64.7% | +114.6% | -179.4% | -70.3% |
| YTD | -68.1% | +55.8% | -123.9% | -71.5% |
| 1Y | -51.7% | +51.9% | -103.6% | -56.6% |
| All | +21.7% | +24.7% | -3.0% | +13.2% |
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 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