+42.6%
TNA vs ELF
+391.6%
-349.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -3.0% |
| 7D | +3.7% | +1.6% | +2.1% | +3.0% |
| 30D | +4.4% | +9.1% | -4.7% | +0.2% |
| 3M | -26.7% | +28.2% | -54.8% | -35.4% |
| 6M | -12.8% | +119.5% | -132.4% | -42.5% |
| YTD | +22.7% | +55.2% | -32.5% | -6.8% |
| 1Y | +35.7% | +58.6% | -22.9% | +1.8% |
| 3Y | +134.6% | +21.3% | +113.3% | +56.0% |
| 5Y | -46.0% | +276.2% | -322.2% | -83.3% |
| 10Y | +38.0% | +337.0% | -298.9% | -67.8% |
| All | +42.6% | +391.6% | -349.0% | -67.1% |
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