-53.2%
TE vs ELF
+612.6%
-665.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | -4.0% | +5.4% | -9.3% | -5.2% |
| 30D | -15.9% | +27.0% | -42.9% | -20.5% |
| 3M | -60.5% | +113.2% | -173.7% | -67.0% |
| 6M | -35.2% | +36.6% | -71.8% | -40.5% |
| YTD | -31.1% | +44.2% | -75.4% | -38.0% |
| 1Y | +148.6% | -18.0% | +166.6% | +149.2% |
| 3Y | -26.4% | -19.9% | -6.5% | -32.6% |
| 5Y | -48.0% | +257.7% | -305.7% | -67.8% |
| All | -53.2% | +612.6% | -665.8% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling