-33.7%
TLT vs ELF
+239.6%
-273.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | -0.3% | +5.9% | -6.2% | -0.4% |
| 3M | -1.7% | +99.5% | -101.3% | -2.8% |
| 6M | -4.9% | +26.5% | -31.4% | -5.4% |
| YTD | -2.8% | +37.2% | -40.0% | -3.4% |
| 1Y | -4.2% | -24.4% | +20.2% | -4.1% |
| 3Y | -1.1% | -23.3% | +22.2% | -2.1% |
| 5Y | -33.7% | +245.2% | -278.9% | -36.5% |
| All | -33.7% | +239.6% | -273.3% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling