+347.0%
ELF vs TRI
+223.3%
+123.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.3% | -7.2% | +11.4% | +7.3% |
| 30D | +7.7% | +4.4% | +3.4% | +4.4% |
| 3M | +24.7% | +4.5% | +20.2% | +19.8% |
| 6M | +114.6% | +23.7% | +90.9% | +85.3% |
| YTD | +55.8% | -14.4% | +70.2% | +61.3% |
| 1Y | +51.9% | -17.4% | +69.3% | +60.8% |
| 3Y | +24.6% | -11.0% | +35.6% | +19.6% |
| 5Y | +279.2% | +0.7% | +278.5% | +232.2% |
| 10Y | +338.7% | +224.0% | +114.7% | +109.0% |
| All | +347.0% | +223.3% | +123.7% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling