-24.9%
ELF vs TRGP
+86.2%
-111.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -4.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.3% |
| 30D | +5.9% | +14.6% | -8.7% | +11.3% |
| 3M | +99.5% | +11.9% | +87.6% | +107.5% |
| 6M | +26.5% | +25.3% | +1.3% | +34.8% |
| YTD | +37.2% | +61.9% | -24.7% | +55.3% |
| All | -24.9% | +86.2% | -111.1% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling