+2,419.4%
ELV vs TRMB
+1,897.9%
+521.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | +3.3% | -2.5% | +5.8% | +3.8% |
| 30D | +4.2% | +1.5% | +2.6% | +3.8% |
| 3M | -0.1% | +6.8% | -6.8% | -1.5% |
| 6M | +41.3% | -14.9% | +56.2% | +44.7% |
| YTD | +17.4% | -24.1% | +41.5% | +22.7% |
| 1Y | +35.1% | -25.4% | +60.5% | +41.4% |
| 3Y | -3.2% | +8.0% | -11.3% | -7.4% |
| 5Y | +15.6% | -37.3% | +52.9% | +20.5% |
| 10Y | +276.8% | +116.8% | +160.0% | +203.1% |
| All | +2,419.4% | +1,897.9% | +521.5% | +1,312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling