+103.4%
TFC vs ELF
+357.0%
-253.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +2.4% | +5.4% | -2.9% | +1.5% |
| 30D | -1.3% | +27.0% | -28.3% | -5.2% |
| 3M | +6.1% | +113.2% | -107.1% | -6.8% |
| 6M | +7.3% | +36.6% | -29.2% | +0.8% |
| YTD | +8.2% | +44.2% | -36.0% | 0.0% |
| 1Y | +14.4% | -18.0% | +32.4% | +13.9% |
| 3Y | +93.7% | -19.9% | +113.6% | +77.8% |
| 5Y | +16.4% | +257.7% | -241.3% | -26.2% |
| All | +103.4% | +357.0% | -253.5% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling