+36.0%
TSM vs ELF
-3.2%
+39.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -10.0% | -1.5% | -8.4% | -9.8% |
| 30D | -18.5% | +9.5% | -28.1% | -19.4% |
| 3M | -4.9% | +29.4% | -34.2% | -7.8% |
| 6M | -1.0% | +83.7% | -84.7% | -8.3% |
| YTD | +31.3% | +49.4% | -18.2% | +23.5% |
| 1Y | +36.0% | -3.9% | +39.9% | +31.6% |
| All | +36.0% | -3.2% | +39.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling