+79.6%
TSM vs ELF
-23.1%
+102.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +3.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +4.5% | +5.9% | -1.4% | +3.6% |
| 3M | +3.1% | +99.5% | -96.4% | -6.6% |
| 6M | +30.2% | +26.5% | +3.7% | +24.5% |
| YTD | +45.2% | +37.2% | +8.0% | +36.9% |
| 1Y | +79.6% | -24.4% | +104.0% | +86.4% |
| All | +79.6% | -23.1% | +102.7% | +86.4% |
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