+1,502.2%
TSM vs ELF
+354.8%
+1,147.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.1% |
| 7D | -2.5% | +7.8% | -10.3% | -3.6% |
| 30D | -14.3% | +9.3% | -23.5% | -15.5% |
| 3M | -7.2% | +21.2% | -28.4% | -10.4% |
| 6M | -5.1% | +96.1% | -101.2% | -16.0% |
| YTD | +28.9% | +57.0% | -28.1% | +17.2% |
| 1Y | +37.1% | +61.9% | -24.8% | +23.8% |
| 3Y | +341.5% | +20.0% | +321.5% | +289.7% |
| 5Y | +245.7% | +284.8% | -39.1% | +145.4% |
| 10Y | +1,502.2% | +364.2% | +1,138.0% | +905.5% |
| All | +1,502.2% | +354.8% | +1,147.4% | +905.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling