-0.8%
TFC vs ELF
+89.8%
-90.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.1% |
| 7D | +1.2% | +4.0% | -2.8% | +1.1% |
| 30D | +8.3% | +10.6% | -2.2% | +7.9% |
| 3M | -5.2% | +25.8% | -31.0% | -5.8% |
| 6M | -0.8% | +89.1% | -89.9% | -3.1% |
| All | -0.8% | +89.8% | -90.6% | -3.1% |
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 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