+408.0%
TPR vs ELF
+24.8%
+383.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +12.1% | +6.3% | +5.8% | +10.8% |
| 30D | +16.7% | +8.5% | +8.2% | +14.9% |
| 3M | -17.4% | +24.4% | -41.8% | -20.7% |
| 6M | +2.3% | +94.7% | -92.4% | -10.0% |
| YTD | +7.1% | +55.9% | -48.7% | -3.2% |
| 1Y | +29.5% | +48.4% | -18.9% | +17.9% |
| All | +408.0% | +24.8% | +383.2% | +260.3% |
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