+357.2%
ELF vs TRGP
+762.8%
-405.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | +6.3% | -5.8% | +12.1% | +7.7% |
| 30D | +8.5% | -1.5% | +10.0% | +8.5% |
| 3M | +24.4% | +6.1% | +18.3% | +21.9% |
| 6M | +94.7% | +14.4% | +80.4% | +85.5% |
| YTD | +55.9% | +55.3% | +0.5% | +36.4% |
| 1Y | +48.4% | +69.1% | -20.7% | +27.0% |
| 3Y | +24.6% | +254.3% | -229.7% | -13.5% |
| 5Y | +285.0% | +471.4% | -186.4% | +131.2% |
| 10Y | +357.2% | +773.0% | -415.8% | +101.6% |
| All | +357.2% | +762.8% | -405.6% | +101.6% |
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