+104.5%
TFC vs ELF
-17.1%
+121.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +2.4% | +5.4% | -2.9% | +1.9% |
| 30D | -1.3% | +27.0% | -28.3% | -3.5% |
| 3M | +6.1% | +113.2% | -107.1% | -1.3% |
| 6M | +7.3% | +36.6% | -29.2% | +3.7% |
| YTD | +8.2% | +44.2% | -36.0% | +3.7% |
| 1Y | +14.4% | -18.0% | +32.4% | +14.5% |
| All | +104.5% | -17.1% | +121.6% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling