+330.4%
TSM vs ELF
+24.2%
+306.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.3% |
| 7D | +6.2% | +1.6% | +4.6% | +5.9% |
| 30D | -7.3% | +9.1% | -16.4% | -8.7% |
| 3M | -7.1% | +28.2% | -35.3% | -11.2% |
| 6M | +0.2% | +119.5% | -119.3% | -13.4% |
| YTD | +32.2% | +55.2% | -22.9% | +20.0% |
| 1Y | +42.8% | +58.6% | -15.8% | +28.8% |
| 3Y | +330.4% | +21.3% | +309.1% | +279.6% |
| All | +330.4% | +24.2% | +306.2% | +279.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling