+256.1%
TPR vs ELF
+266.1%
-10.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.2% |
| 7D | +14.2% | +4.0% | +10.2% | +13.2% |
| 30D | +17.1% | +10.6% | +6.5% | +14.5% |
| 3M | -17.7% | +25.8% | -43.5% | -21.9% |
| 6M | -10.2% | +89.1% | -99.2% | -22.5% |
| YTD | +4.9% | +52.7% | -47.8% | -6.7% |
| 1Y | +36.1% | +51.7% | -15.6% | +20.9% |
| 3Y | +416.5% | +14.2% | +402.2% | +318.6% |
| All | +256.1% | +266.1% | -10.0% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling