+811.5%
ELV vs TRGP
+2,265.4%
-1,453.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +2.0% | +14.6% | -12.6% | -0.2% |
| 3M | -3.5% | +11.9% | -15.4% | -5.4% |
| 6M | +40.2% | +25.3% | +14.9% | +34.9% |
| YTD | +15.8% | +61.9% | -46.0% | +6.9% |
| 1Y | +33.2% | +87.3% | -54.1% | +19.9% |
| 3Y | -6.2% | +268.0% | -274.2% | -25.7% |
| 5Y | +16.4% | +638.2% | -621.8% | -18.7% |
| 10Y | +259.8% | +821.9% | -562.2% | +113.2% |
| All | +811.5% | +2,265.4% | -1,453.8% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 all: compounded portfolio wealth divided by compounded TRGP 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…
all analysis · Full analysis span regression · 6 months rolling