+245.2%
ELF vs TRI
-7.1%
+252.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -2.5% |
| 7D | -1.2% | -7.1% | +5.9% | +1.4% |
| 30D | +5.9% | -2.3% | +8.2% | +6.4% |
| 3M | +99.5% | +19.6% | +80.0% | +83.5% |
| 6M | +26.5% | -8.7% | +35.2% | +29.5% |
| YTD | +37.2% | -22.3% | +59.4% | +53.2% |
| 1Y | -24.4% | -40.7% | +16.3% | -0.2% |
| 3Y | -23.3% | -17.8% | -5.6% | -26.5% |
| 5Y | +245.2% | -8.5% | +253.7% | +176.8% |
| All | +245.2% | -7.1% | +252.3% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling