-18.0%
ELF vs TRI
-38.3%
+20.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +3.2% |
| 7D | +5.4% | -0.5% | +5.9% | +5.3% |
| 30D | +27.0% | +7.9% | +19.1% | +24.8% |
| 3M | +113.2% | +24.1% | +89.1% | +103.3% |
| 6M | +36.6% | +3.8% | +32.8% | +34.8% |
| YTD | +44.2% | -16.9% | +61.1% | +58.4% |
| 1Y | -18.0% | -38.4% | +20.4% | +0.5% |
| All | -18.0% | -38.3% | +20.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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