+52.1%
TEL vs ELF
+232.2%
-180.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.5% |
| 7D | +1.2% | -6.8% | +8.0% | +2.4% |
| 30D | -4.1% | +5.1% | -9.2% | -5.1% |
| 3M | -2.6% | +79.8% | -82.3% | -12.4% |
| 6M | 0.0% | +29.7% | -29.7% | -5.4% |
| YTD | -9.1% | +31.6% | -40.7% | -14.5% |
| 1Y | -0.8% | -27.9% | +27.1% | +1.0% |
| 3Y | +67.4% | -26.4% | +93.8% | +53.7% |
| All | +52.1% | +232.2% | -180.0% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling