-18.0%
ELF vs TRMB
-24.7%
+6.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.6% |
| 7D | +5.4% | -2.5% | +7.9% | +6.6% |
| 30D | +27.0% | +1.5% | +25.5% | +25.9% |
| 3M | +113.2% | +6.8% | +106.4% | +105.2% |
| 6M | +36.6% | -14.9% | +51.5% | +45.0% |
| YTD | +44.2% | -24.1% | +68.3% | +63.3% |
| 1Y | -18.0% | -25.4% | +7.4% | -4.7% |
| All | -18.0% | -24.7% | +6.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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