+223.8%
TGT vs ELF
+357.0%
-133.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | +0.8% | +5.4% | -4.6% | 0.0% |
| 30D | +12.2% | +27.0% | -14.8% | +8.3% |
| 3M | +33.8% | +113.2% | -79.4% | +19.5% |
| 6M | +39.3% | +36.6% | +2.7% | +31.8% |
| YTD | +72.9% | +44.2% | +28.6% | +61.8% |
| 1Y | +84.6% | -18.0% | +102.5% | +84.1% |
| 3Y | +46.2% | -19.9% | +66.2% | +37.7% |
| 5Y | -21.3% | +257.7% | -279.0% | -41.6% |
| All | +223.8% | +357.0% | -133.1% | +127.5% |
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 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