+301.7%
ELF vs TRI
+225.2%
+76.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.6% | -2.9% | +4.5% | +2.8% |
| 30D | +9.1% | +3.7% | +5.4% | +6.1% |
| 3M | +28.2% | +3.7% | +24.5% | +23.6% |
| 6M | +119.5% | +35.1% | +84.4% | +81.0% |
| YTD | +55.2% | -14.0% | +69.2% | +60.4% |
| 1Y | +58.6% | -19.0% | +77.5% | +70.2% |
| 3Y | +21.3% | -12.0% | +33.3% | +17.4% |
| 5Y | +276.2% | +0.6% | +275.6% | +229.5% |
| All | +301.7% | +225.2% | +76.5% | +99.9% |
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