+338.7%
ELF vs TRMB
+109.2%
+229.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.6% |
| 7D | +4.3% | +4.1% | +0.1% | +2.2% |
| 30D | +7.7% | -5.1% | +12.8% | +8.9% |
| 3M | +24.7% | -2.6% | +27.3% | +24.2% |
| 6M | +114.6% | -2.7% | +117.3% | +112.9% |
| YTD | +55.8% | -27.9% | +83.7% | +77.7% |
| 1Y | +51.9% | -29.0% | +81.0% | +74.6% |
| 3Y | +24.6% | +35.0% | -10.4% | +5.2% |
| 5Y | +279.2% | -33.9% | +313.1% | +337.5% |
| 10Y | +338.7% | +106.1% | +232.6% | +170.5% |
| All | +338.7% | +109.2% | +229.6% | +170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling