+66.7%
TEL vs ELF
-27.2%
+93.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | +1.2% | -6.8% | +8.0% | +2.2% |
| 30D | -4.1% | +5.1% | -9.2% | -4.9% |
| 3M | -2.6% | +79.8% | -82.3% | -10.8% |
| 6M | 0.0% | +29.7% | -29.7% | -4.6% |
| YTD | -9.1% | +31.6% | -40.7% | -13.6% |
| 1Y | -0.8% | -27.9% | +27.1% | +0.2% |
| All | +66.7% | -27.2% | +93.8% | +53.0% |
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