+379.1%
TPR vs ELF
+337.1%
+42.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.3% |
| 7D | +14.2% | +4.0% | +10.2% | +13.1% |
| 30D | +17.1% | +10.6% | +6.5% | +14.3% |
| 3M | -17.7% | +25.8% | -43.5% | -22.3% |
| 6M | -10.2% | +89.1% | -99.2% | -23.5% |
| YTD | +4.9% | +52.7% | -47.8% | -7.6% |
| 1Y | +36.1% | +51.7% | -15.6% | +19.7% |
| 3Y | +416.5% | +14.2% | +402.2% | +331.0% |
| 5Y | +254.8% | +270.7% | -15.9% | +100.0% |
| All | +379.1% | +337.1% | +42.0% | +120.9% |
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