+364.2%
ELF vs TRMB
+105.8%
+258.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | +7.8% | -17.0% | +24.8% | +16.5% |
| 30D | +9.3% | -9.0% | +18.3% | +12.8% |
| 3M | +21.2% | -8.1% | +29.3% | +24.2% |
| 6M | +96.1% | -10.1% | +106.2% | +102.6% |
| YTD | +57.0% | -30.2% | +87.2% | +82.0% |
| 1Y | +61.9% | -30.7% | +92.5% | +88.2% |
| 3Y | +20.0% | +32.6% | -12.6% | +2.2% |
| 5Y | +284.8% | -38.1% | +322.9% | +358.4% |
| 10Y | +364.2% | +98.9% | +265.3% | +190.5% |
| All | +364.2% | +105.8% | +258.4% | +190.5% |
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