+341.4%
ELF vs TRMB
+105.7%
+235.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | +4.0% | -16.7% | +20.7% | +12.1% |
| 30D | +10.6% | -9.9% | +20.5% | +14.6% |
| 3M | +25.8% | -7.6% | +33.4% | +28.6% |
| 6M | +89.1% | -14.7% | +103.7% | +100.4% |
| YTD | +52.7% | -30.9% | +83.7% | +77.9% |
| 1Y | +51.7% | -31.3% | +83.1% | +77.2% |
| 3Y | +14.2% | +29.4% | -15.2% | -1.5% |
| 5Y | +270.7% | -37.4% | +308.1% | +338.4% |
| All | +341.4% | +105.7% | +235.7% | +182.0% |
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