+338.3%
ELF vs TRGP
+705.9%
-367.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +6.4% |
| 7D | +4.0% | -16.0% | +20.0% | +8.3% |
| 30D | +10.6% | -6.4% | +17.0% | +12.0% |
| 3M | +25.8% | -1.0% | +26.8% | +25.1% |
| 6M | +89.1% | +7.0% | +82.1% | +83.1% |
| YTD | +52.7% | +46.1% | +6.6% | +35.7% |
| 1Y | +51.7% | +58.7% | -6.9% | +31.8% |
| 3Y | +14.2% | +221.9% | -207.7% | -18.8% |
| 5Y | +270.7% | +419.9% | -149.2% | +127.8% |
| 10Y | +341.9% | +769.8% | -427.9% | +91.3% |
| All | +338.3% | +705.9% | -367.6% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling