+52.2%
TEM vs ELF
-50.1%
+102.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -3.4% |
| 7D | -1.1% | -6.8% | +5.7% | +1.2% |
| 30D | +11.3% | +5.1% | +6.2% | +9.7% |
| 3M | +25.5% | +79.8% | -54.3% | +3.9% |
| 6M | +17.1% | +29.7% | -12.6% | +6.4% |
| YTD | +3.8% | +31.6% | -27.8% | -7.4% |
| 1Y | -24.4% | -27.9% | +3.6% | -20.4% |
| All | +52.2% | -50.1% | +102.3% | +47.6% |
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