+43.3%
TGT vs ELF
-27.2%
+70.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.6% |
| 7D | -3.6% | -6.8% | +3.2% | -2.5% |
| 30D | +4.4% | +5.1% | -0.7% | +3.5% |
| 3M | +25.4% | +79.8% | -54.4% | +14.0% |
| 6M | +33.4% | +29.7% | +3.6% | +26.7% |
| YTD | +65.6% | +31.6% | +34.0% | +56.3% |
| 1Y | +80.3% | -27.9% | +108.2% | +82.9% |
| All | +43.3% | -27.2% | +70.5% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling