+16.9%
TPR vs ELF
-17.5%
+34.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -2.7% | +5.4% | -8.0% | -3.6% |
| 30D | -23.3% | +27.0% | -50.2% | -26.7% |
| 3M | -12.8% | +113.2% | -126.0% | -24.9% |
| 6M | -21.7% | +36.6% | -58.3% | -26.9% |
| YTD | -3.9% | +44.2% | -48.1% | -12.7% |
| 1Y | +16.9% | -18.0% | +34.9% | +22.2% |
| All | +16.9% | -17.5% | +34.5% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling