+236.4%
TSM vs ELF
+266.1%
-29.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +5.2% |
| 7D | -7.6% | +4.0% | -11.5% | -8.2% |
| 30D | -20.5% | +10.6% | -31.1% | -22.0% |
| 3M | -10.0% | +25.8% | -35.8% | -14.2% |
| 6M | -10.1% | +89.1% | -99.1% | -21.6% |
| YTD | +24.5% | +52.7% | -28.2% | +11.9% |
| 1Y | +31.2% | +51.7% | -20.6% | +17.7% |
| 3Y | +322.0% | +14.2% | +307.8% | +253.1% |
| All | +236.4% | +266.1% | -29.8% | +69.9% |
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 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