+78.7%
TNA vs ELF
+357.0%
-278.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.3% |
| 7D | -0.1% | +5.4% | -5.4% | -2.7% |
| 30D | -4.9% | +27.0% | -31.9% | -16.1% |
| 3M | +0.4% | +113.2% | -112.8% | -32.5% |
| 6M | +32.5% | +36.6% | -4.0% | +9.2% |
| YTD | +53.7% | +44.2% | +9.5% | +21.1% |
| 1Y | +65.1% | -18.0% | +83.1% | +64.3% |
| 3Y | +98.4% | -19.9% | +118.4% | +64.6% |
| 5Y | -22.5% | +257.7% | -280.2% | -75.5% |
| All | +78.7% | +357.0% | -278.3% | -57.2% |
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 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