-19.5%
ELF vs TRGP
+252.7%
-272.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +5.4% | +0.8% | +4.6% | +5.2% |
| 30D | +27.0% | +11.5% | +15.5% | +24.6% |
| 3M | +113.2% | +9.0% | +104.2% | +108.8% |
| 6M | +36.6% | +20.5% | +16.1% | +30.0% |
| YTD | +44.2% | +59.5% | -15.3% | +26.8% |
| 1Y | -18.0% | +77.9% | -95.9% | -30.7% |
| All | -19.5% | +252.7% | -272.2% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling