-3.0%
TFC vs ELF
+266.1%
-269.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.6% |
| 7D | +1.2% | +4.0% | -2.8% | +0.8% |
| 30D | +8.3% | +10.6% | -2.2% | +7.1% |
| 3M | -5.2% | +25.8% | -31.0% | -7.8% |
| 6M | -0.8% | +89.1% | -89.9% | -8.3% |
| YTD | +3.4% | +52.7% | -49.3% | -2.8% |
| 1Y | +17.0% | +51.7% | -34.7% | +9.9% |
| 3Y | +86.2% | +14.2% | +71.9% | +61.1% |
| All | -3.0% | +266.1% | -269.2% | -42.1% |
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 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