+254.8%
ELF vs TRMB
-38.8%
+293.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | -2.7% | -17.9% | +15.2% | +5.6% |
| 30D | +6.9% | -12.0% | +18.9% | +11.9% |
| 3M | +27.2% | -8.4% | +35.6% | +30.3% |
| 6M | +84.9% | -21.5% | +106.4% | +103.6% |
| YTD | +44.5% | -31.5% | +76.0% | +69.4% |
| 1Y | -6.8% | -33.4% | +26.7% | +11.6% |
| 3Y | +14.2% | +26.5% | -12.2% | +0.4% |
| All | +254.8% | -38.8% | +293.6% | +348.5% |
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 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