-12.5%
TLT vs ELF
+354.8%
-367.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | +0.1% |
| 7D | +0.3% | +7.8% | -7.6% | +0.3% |
| 30D | +5.1% | +9.3% | -4.2% | +5.1% |
| 3M | -0.2% | +21.2% | -21.4% | -0.1% |
| 6M | -2.9% | +96.1% | -99.0% | -2.6% |
| YTD | -2.7% | +57.0% | -59.6% | -2.4% |
| 1Y | -4.6% | +61.9% | -66.4% | -4.3% |
| 3Y | +6.1% | +20.0% | -13.9% | +6.9% |
| 5Y | -35.1% | +284.8% | -319.9% | -32.5% |
| 10Y | -12.5% | +364.2% | -376.7% | -7.8% |
| All | -12.5% | +354.8% | -367.3% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling