-30.4%
ELAN vs TRMB
-39.0%
+8.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.6% |
| 7D | -5.4% | -3.0% | -2.4% | -3.8% |
| 30D | +4.7% | +2.3% | +2.4% | +3.2% |
| 3M | -3.7% | +15.3% | -19.0% | -11.8% |
| 6M | -1.2% | -14.7% | +13.5% | +6.1% |
| YTD | +2.4% | -26.4% | +28.8% | +18.9% |
| 1Y | +23.4% | -30.4% | +53.8% | +46.8% |
| 3Y | +96.7% | +13.5% | +83.2% | +69.9% |
| All | -30.4% | -39.0% | +8.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling