+2,568.1%
ELV vs TRMB
+1,769.2%
+798.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.0% | +2.8% | -1.9% | +0.4% |
| 30D | +0.4% | -5.9% | +6.2% | +0.9% |
| 3M | +8.4% | -3.3% | +11.7% | +8.3% |
| 6M | +8.4% | +1.3% | +7.1% | +7.1% |
| YTD | +24.4% | -29.0% | +53.4% | +30.7% |
| 1Y | +33.5% | -27.8% | +61.3% | +39.8% |
| 3Y | -2.1% | +36.3% | -38.4% | -10.7% |
| 5Y | +5.8% | -35.8% | +41.6% | +9.1% |
| 10Y | +268.9% | +103.1% | +165.8% | +198.7% |
| All | +2,568.1% | +1,769.2% | +798.9% | +1,404.2% |
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