+74.2%
TEM vs ELF
+98.9%
-24.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.8% | +8.3% | +9.9% |
| 7D | +7.6% | +7.8% | -0.2% | +4.6% |
| 30D | +19.0% | +9.3% | +9.8% | +15.2% |
| 3M | +62.2% | +21.2% | +41.0% | +49.5% |
| All | +74.2% | +98.9% | -24.7% | +35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling