-34.6%
ELAN vs TRMB
+30.6%
-65.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.6% |
| 7D | -4.6% | -2.9% | -1.7% | -3.3% |
| 30D | +5.7% | -1.8% | +7.5% | +6.4% |
| 3M | -3.9% | +8.4% | -12.3% | -8.3% |
| 6M | -1.6% | -18.5% | +16.9% | +7.1% |
| YTD | +4.1% | -26.7% | +30.8% | +18.8% |
| 1Y | +25.5% | -28.3% | +53.8% | +43.9% |
| 3Y | +103.2% | +12.6% | +90.6% | +83.2% |
| 5Y | -29.8% | -38.7% | +8.9% | -19.6% |
| All | -34.6% | +30.6% | -65.2% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling