+134.6%
TNA vs ELF
+24.2%
+110.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -2.5% |
| 7D | +3.7% | +1.6% | +2.1% | +3.2% |
| 30D | +4.4% | +9.1% | -4.7% | +1.4% |
| 3M | -26.7% | +28.2% | -54.8% | -33.0% |
| 6M | -12.8% | +119.5% | -132.4% | -35.3% |
| YTD | +22.7% | +55.2% | -32.5% | +1.2% |
| 1Y | +35.7% | +58.6% | -22.9% | +11.0% |
| 3Y | +134.6% | +21.3% | +113.3% | +6.2% |
| All | +134.6% | +24.2% | +110.4% | +6.2% |
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