-20.1%
TLT vs ELF
+383.9%
-404.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | 0.0% |
| 7D | +0.1% | +4.0% | -3.9% | +0.1% |
| 30D | +6.2% | +10.6% | -4.4% | +6.2% |
| 3M | +0.1% | +25.8% | -25.8% | +0.1% |
| 6M | -3.0% | +89.1% | -92.0% | -2.7% |
| YTD | -2.7% | +52.7% | -55.5% | -2.5% |
| 1Y | -4.8% | +51.7% | -56.6% | -4.6% |
| 3Y | +6.9% | +14.2% | -7.3% | +7.6% |
| 5Y | -34.5% | +270.7% | -305.1% | -32.0% |
| 10Y | -17.3% | +341.9% | -359.2% | -12.5% |
| All | -20.1% | +383.9% | -404.1% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling