-27.9%
ELF vs TRI
-42.5%
+14.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.7% |
| 7D | -6.8% | -8.4% | +1.6% | -5.2% |
| 30D | +5.1% | -6.5% | +11.5% | +6.3% |
| 3M | +79.8% | +18.6% | +61.2% | +73.6% |
| 6M | +29.7% | -10.4% | +40.2% | +32.2% |
| YTD | +31.6% | -23.7% | +55.3% | +47.5% |
| 1Y | -27.9% | -42.5% | +14.5% | -10.3% |
| All | -27.9% | -42.5% | +14.6% | -10.3% |
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