+96.7%
ELAN vs TRMB
+12.4%
+84.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.7% |
| 7D | -5.4% | -3.0% | -2.4% | -4.1% |
| 30D | +4.7% | +2.3% | +2.4% | +3.4% |
| 3M | -3.7% | +15.3% | -19.0% | -10.9% |
| 6M | -1.2% | -14.7% | +13.5% | +5.4% |
| YTD | +2.4% | -26.4% | +28.8% | +17.4% |
| 1Y | +23.4% | -30.4% | +53.8% | +44.9% |
| 3Y | +96.7% | +13.5% | +83.2% | +67.9% |
| All | +96.7% | +12.4% | +84.2% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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