+255.0%
ELF vs TRMB
-37.2%
+292.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.6% |
| 7D | +5.4% | -2.5% | +7.9% | +6.7% |
| 30D | +27.0% | +1.5% | +25.5% | +25.9% |
| 3M | +113.2% | +6.8% | +106.4% | +105.7% |
| 6M | +36.6% | -14.9% | +51.5% | +47.1% |
| YTD | +44.2% | -24.1% | +68.3% | +63.6% |
| 1Y | -18.0% | -25.4% | +7.4% | -5.6% |
| 3Y | -19.9% | +8.0% | -27.9% | -23.5% |
| All | +255.0% | -37.2% | +292.2% | +357.0% |
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 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