-4.6%
TLT vs ELF
+57.2%
-61.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | 0.0% |
| 7D | +0.3% | +7.8% | -7.6% | +0.1% |
| 30D | +5.1% | +9.3% | -4.2% | +4.9% |
| 3M | -0.2% | +21.2% | -21.4% | -0.6% |
| 6M | -2.9% | +96.1% | -99.0% | -4.0% |
| YTD | -2.7% | +57.0% | -59.6% | -3.8% |
| All | -4.6% | +57.2% | -61.8% | -5.5% |
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 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