+278.1%
TEL vs ELF
+299.0%
-20.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.7% |
| 7D | -2.3% | -10.8% | +8.6% | -0.3% |
| 30D | -6.1% | +0.8% | -6.9% | -6.4% |
| 3M | +1.7% | +64.8% | -63.1% | -7.4% |
| 6M | +1.6% | +19.0% | -17.4% | -2.6% |
| YTD | -9.1% | +25.9% | -35.0% | -14.1% |
| 1Y | -1.7% | -28.8% | +27.1% | +0.6% |
| 3Y | +67.3% | -29.6% | +96.9% | +58.2% |
| 5Y | +52.1% | +216.2% | -164.1% | +1.7% |
| All | +278.1% | +299.0% | -20.9% | +114.3% |
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