+73.5%
TFC vs ELF
+316.3%
-242.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.1% |
| 7D | +0.1% | +3.4% | -3.2% | -0.5% |
| 30D | +8.6% | +5.0% | +3.7% | +7.7% |
| 3M | -4.3% | +22.6% | -26.9% | -7.7% |
| 6M | +5.4% | +104.0% | -98.5% | -7.1% |
| YTD | +4.5% | +49.3% | -44.8% | -4.2% |
| 1Y | +14.0% | +46.0% | -32.0% | +4.7% |
| 3Y | +93.4% | +19.4% | +74.0% | +63.8% |
| 5Y | +0.5% | +262.0% | -261.5% | -36.8% |
| All | +73.5% | +316.3% | -242.8% | -7.7% |
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