+97.9%
TFC vs ELF
+393.8%
-295.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.7% | +6.3% | -4.6% | +0.7% |
| 30D | +9.0% | +8.5% | +0.5% | +7.5% |
| 3M | -2.1% | +24.4% | -26.6% | -5.8% |
| 6M | +3.4% | +94.7% | -91.4% | -8.1% |
| YTD | +5.3% | +55.9% | -50.6% | -4.0% |
| 1Y | +16.2% | +48.4% | -32.3% | +6.5% |
| 3Y | +94.8% | +24.6% | +70.2% | +64.3% |
| 5Y | -0.7% | +285.0% | -285.7% | -37.8% |
| 10Y | +80.9% | +357.2% | -276.3% | -4.1% |
| All | +97.9% | +393.8% | -295.9% | +4.9% |
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