+277.7%
ELF vs TRI
+188.1%
+89.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.2% |
| 7D | -6.8% | -8.4% | +1.6% | -3.2% |
| 30D | +5.1% | -6.5% | +11.5% | +7.9% |
| 3M | +79.8% | +18.6% | +61.2% | +62.8% |
| 6M | +29.7% | -10.4% | +40.2% | +33.1% |
| YTD | +31.6% | -23.7% | +55.3% | +45.9% |
| 1Y | -27.9% | -42.5% | +14.5% | -4.6% |
| 3Y | -26.4% | -19.3% | -7.2% | -25.2% |
| 5Y | +235.6% | -9.7% | +245.3% | +212.5% |
| All | +277.7% | +188.1% | +89.5% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling