+19.6%
TMO vs ELF
-29.5%
+49.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.6% | -11.6% | +11.0% | +0.3% |
| 30D | +1.1% | +4.6% | -3.5% | +0.7% |
| 3M | +28.3% | +59.7% | -31.4% | +23.3% |
| 6M | +23.3% | +21.2% | +2.0% | +20.6% |
| YTD | +5.5% | +27.4% | -22.0% | +2.5% |
| 1Y | +24.5% | -29.8% | +54.4% | +25.7% |
| 3Y | +19.6% | -28.5% | +48.0% | +10.4% |
| All | +19.6% | -29.5% | +49.0% | +10.4% |
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