+275.1%
ELF vs TRGP
+415.2%
-140.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +6.2% |
| 7D | +4.0% | -16.0% | +20.0% | +7.4% |
| 30D | +10.6% | -6.4% | +17.0% | +11.7% |
| 3M | +25.8% | -1.0% | +26.8% | +25.1% |
| 6M | +89.1% | +7.0% | +82.1% | +82.9% |
| YTD | +52.7% | +46.1% | +6.6% | +34.9% |
| 1Y | +51.7% | +58.7% | -6.9% | +30.8% |
| 3Y | +14.2% | +221.9% | -207.7% | -19.5% |
| All | +275.1% | +415.2% | -140.0% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling