+59.7%
TEM vs ELF
-47.9%
+107.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +1.1% |
| 7D | +3.2% | -1.2% | +4.4% | +3.6% |
| 30D | +23.5% | +5.9% | +17.6% | +21.2% |
| 3M | +32.3% | +99.5% | -67.2% | +5.9% |
| 6M | +23.0% | +26.5% | -3.5% | +12.4% |
| YTD | +8.9% | +37.2% | -28.3% | -4.2% |
| 1Y | -19.9% | -24.4% | +4.6% | -17.0% |
| All | +59.7% | -47.9% | +107.7% | +52.8% |
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