+289.7%
TRV vs ELF
+299.0%
-9.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.9% | +0.9% |
| 7D | -1.5% | -10.8% | +9.4% | -0.5% |
| 30D | -1.8% | +0.8% | -2.6% | -2.0% |
| 3M | +21.6% | +64.8% | -43.2% | +15.9% |
| 6M | +22.5% | +19.0% | +3.5% | +19.8% |
| YTD | +28.1% | +25.9% | +2.2% | +24.1% |
| 1Y | +37.0% | -28.8% | +65.8% | +38.5% |
| 3Y | +141.9% | -29.6% | +171.5% | +132.2% |
| 5Y | +158.5% | +216.2% | -57.7% | +90.9% |
| All | +289.7% | +299.0% | -9.3% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling