+357.2%
ELF vs TRI
+222.0%
+135.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.3% | -1.6% | +7.9% | +6.6% |
| 30D | +8.5% | +5.0% | +3.5% | +4.9% |
| 3M | +24.4% | +4.6% | +19.9% | +19.5% |
| 6M | +94.7% | +18.3% | +76.4% | +72.2% |
| YTD | +55.9% | -14.7% | +70.6% | +61.7% |
| 1Y | +48.4% | -16.7% | +65.1% | +56.1% |
| 3Y | +24.6% | -11.3% | +36.0% | +19.8% |
| 5Y | +285.0% | -0.6% | +285.6% | +239.3% |
| 10Y | +357.2% | +220.2% | +137.0% | +144.4% |
| All | +357.2% | +222.0% | +135.2% | +144.4% |
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