-7.0%
TLT vs ELF
+53.2%
-60.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -3.1% | +1.6% | -4.7% | -3.1% |
| 30D | +1.0% | +9.1% | -8.1% | +0.8% |
| 3M | -2.7% | +28.2% | -30.9% | -3.2% |
| 6M | -4.1% | +119.5% | -123.7% | -5.2% |
| YTD | -5.4% | +55.2% | -60.5% | -6.4% |
| 1Y | -7.0% | +58.6% | -65.6% | -8.2% |
| All | -7.0% | +53.2% | -60.2% | -8.2% |
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