+77.0%
TGT vs ELF
-29.1%
+106.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.4% |
| 7D | -5.0% | -10.8% | +5.8% | -3.3% |
| 30D | +3.0% | +0.8% | +2.2% | +2.8% |
| 3M | +22.6% | +64.8% | -42.1% | +12.5% |
| 6M | +31.2% | +19.0% | +12.2% | +25.7% |
| YTD | +63.7% | +25.9% | +37.8% | +55.1% |
| All | +77.0% | -29.1% | +106.1% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling