+1,659.6%
TSM vs ELF
+357.0%
+1,302.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.5% |
| 7D | +2.7% | +5.4% | -2.6% | +1.8% |
| 30D | +3.6% | +27.0% | -23.4% | -0.6% |
| 3M | -3.4% | +113.2% | -116.6% | -15.4% |
| 6M | +20.6% | +36.6% | -16.0% | +13.1% |
| YTD | +41.9% | +44.2% | -2.4% | +31.1% |
| 1Y | +84.4% | -18.0% | +102.4% | +83.9% |
| 3Y | +380.2% | -19.9% | +400.2% | +351.8% |
| 5Y | +275.3% | +257.7% | +17.6% | +170.1% |
| All | +1,659.6% | +357.0% | +1,302.6% | +1,030.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling