+275.1%
ELF vs TRI
+5.0%
+270.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.7% | +10.4% | +7.4% |
| 7D | +4.0% | -4.8% | +8.8% | +5.2% |
| 30D | +10.6% | +13.4% | -2.8% | +4.6% |
| 3M | +25.8% | +13.1% | +12.7% | +18.2% |
| 6M | +89.1% | +24.4% | +64.6% | +68.2% |
| YTD | +52.7% | -11.4% | +64.2% | +61.3% |
| 1Y | +51.7% | -15.6% | +67.3% | +65.2% |
| 3Y | +14.2% | -6.5% | +20.7% | +1.7% |
| All | +275.1% | +5.0% | +270.1% | +184.4% |
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 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