+65.7%
TNA vs ELF
+303.8%
-238.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.5% |
| 7D | -7.3% | -11.6% | +4.4% | -1.5% |
| 30D | -14.2% | +4.6% | -18.8% | -16.4% |
| 3M | -4.6% | +59.7% | -64.3% | -25.9% |
| 6M | +36.9% | +21.2% | +15.7% | +20.2% |
| YTD | +42.5% | +27.4% | +15.1% | +19.4% |
| 1Y | +45.8% | -29.8% | +75.6% | +56.8% |
| 3Y | +104.7% | -28.5% | +133.1% | +79.3% |
| 5Y | -21.7% | +220.0% | -241.7% | -73.9% |
| All | +65.7% | +303.8% | -238.1% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling