+290.7%
TSM vs ELF
+239.6%
+51.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +3.3% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +4.5% | +5.9% | -1.4% | +3.1% |
| 3M | +3.1% | +99.5% | -96.4% | -10.6% |
| 6M | +30.2% | +26.5% | +3.7% | +22.6% |
| YTD | +45.2% | +37.2% | +8.0% | +33.5% |
| 1Y | +79.6% | -24.4% | +104.0% | +82.3% |
| 3Y | +411.0% | -23.3% | +434.3% | +372.0% |
| 5Y | +290.7% | +245.2% | +45.5% | +101.0% |
| All | +290.7% | +239.6% | +51.2% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling