+48.4%
ELF vs TRI
-17.7%
+66.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.3% | -1.6% | +7.9% | +6.3% |
| 30D | +8.5% | +5.0% | +3.5% | +7.1% |
| 3M | +24.4% | +4.6% | +19.9% | +22.6% |
| 6M | +94.7% | +18.3% | +76.4% | +88.6% |
| YTD | +55.9% | -14.7% | +70.6% | +58.8% |
| 1Y | +48.4% | -16.7% | +65.1% | +53.5% |
| All | +48.4% | -17.7% | +66.1% | +53.5% |
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