+262.0%
ELF vs TRMB
-35.0%
+297.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | +3.4% | +4.1% | -0.7% | +1.4% |
| 30D | +5.0% | -7.0% | +11.9% | +7.0% |
| 3M | +22.6% | -0.9% | +23.5% | +20.7% |
| 6M | +104.0% | -1.2% | +105.2% | +100.2% |
| YTD | +49.3% | -28.7% | +78.0% | +71.8% |
| 1Y | +46.0% | -32.1% | +78.1% | +72.3% |
| 3Y | +19.4% | +33.4% | -14.0% | +2.4% |
| 5Y | +262.0% | -35.6% | +297.6% | +344.3% |
| All | +262.0% | -35.0% | +297.0% | +344.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling