+416.5%
TPR vs ELF
+18.9%
+397.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.0% |
| 7D | +14.2% | +4.0% | +10.2% | +13.3% |
| 30D | +17.1% | +10.6% | +6.5% | +14.9% |
| 3M | -17.7% | +25.8% | -43.5% | -21.2% |
| 6M | -10.2% | +89.1% | -99.2% | -20.6% |
| YTD | +4.9% | +52.7% | -47.8% | -4.9% |
| 1Y | +36.1% | +51.7% | -15.6% | +23.3% |
| 3Y | +416.5% | +14.2% | +402.2% | +289.4% |
| All | +416.5% | +18.9% | +397.5% | +289.4% |
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