+336.5%
TPR vs ELF
+357.0%
-20.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | -2.3% | +5.4% | -7.7% | -3.5% |
| 30D | -23.0% | +27.0% | -49.9% | -27.2% |
| 3M | -12.5% | +113.2% | -125.7% | -26.9% |
| 6M | -21.4% | +36.6% | -58.0% | -28.0% |
| YTD | -3.5% | +44.2% | -47.7% | -13.6% |
| 1Y | +17.4% | -18.0% | +35.3% | +17.5% |
| 3Y | +291.3% | -19.9% | +311.2% | +256.6% |
| 5Y | +241.9% | +257.7% | -15.8% | +95.8% |
| All | +336.5% | +357.0% | -20.5% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling