+1,656.0%
TSM vs ELF
+299.0%
+1,357.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.0% |
| 7D | +2.6% | -10.8% | +13.5% | +4.5% |
| 30D | +1.4% | +0.8% | +0.6% | +1.1% |
| 3M | +5.0% | +64.8% | -59.8% | -4.0% |
| 6M | +24.0% | +19.0% | +5.0% | +19.0% |
| YTD | +41.6% | +25.9% | +15.6% | +33.7% |
| 1Y | +66.2% | -28.8% | +94.9% | +69.6% |
| 3Y | +398.2% | -29.6% | +427.8% | +378.6% |
| 5Y | +277.6% | +216.2% | +61.4% | +177.2% |
| All | +1,656.0% | +299.0% | +1,357.0% | +1,052.9% |
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