-0.7%
TLT vs ELF
-17.1%
+16.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -0.4% | +5.4% | -5.8% | -0.5% |
| 30D | -0.6% | +27.0% | -27.5% | -0.9% |
| 3M | -2.7% | +113.2% | -115.9% | -3.8% |
| 6M | -5.6% | +36.6% | -42.2% | -6.2% |
| YTD | -2.8% | +44.2% | -47.0% | -3.5% |
| 1Y | -1.4% | -18.0% | +16.5% | -1.5% |
| All | -0.7% | -17.1% | +16.4% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling