-2.6%
TEL vs ELF
-29.1%
+26.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.7% |
| 7D | -2.3% | -10.8% | +8.6% | -0.4% |
| 30D | -6.1% | +0.8% | -6.9% | -6.4% |
| 3M | +1.7% | +64.8% | -63.1% | -7.3% |
| 6M | +1.6% | +19.0% | -17.4% | -2.6% |
| YTD | -9.1% | +25.9% | -35.0% | -13.7% |
| All | -2.6% | -29.1% | +26.5% | -1.5% |
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