+286.6%
ELF vs TRGP
+819.3%
-532.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.5% |
| 7D | +3.4% | +9.0% | -5.7% | +1.1% |
| 30D | +5.0% | +1.5% | +3.4% | +4.2% |
| 3M | +22.6% | +10.7% | +11.8% | +18.8% |
| 6M | +104.0% | +17.1% | +86.8% | +93.3% |
| YTD | +49.3% | +63.6% | -14.3% | +29.1% |
| 1Y | +46.0% | +77.0% | -30.9% | +23.6% |
| 3Y | +19.4% | +273.2% | -253.8% | -18.2% |
| 5Y | +262.0% | +508.6% | -246.6% | +114.1% |
| All | +286.6% | +819.3% | -532.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling