-25.1%
TGT vs ELF
+217.5%
-242.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -5.2% | -11.6% | +6.4% | -3.2% |
| 30D | +1.2% | +4.6% | -3.4% | +0.3% |
| 3M | +18.4% | +59.7% | -41.3% | +8.2% |
| 6M | +33.4% | +21.2% | +12.2% | +27.3% |
| YTD | +63.8% | +27.4% | +36.4% | +54.0% |
| 1Y | +77.2% | -29.8% | +107.0% | +81.7% |
| 3Y | +41.8% | -28.5% | +70.2% | +30.2% |
| All | -25.1% | +217.5% | -242.6% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling