+157.1%
TRV vs ELF
+232.2%
-75.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.4% |
| 7D | +0.2% | -6.8% | +7.0% | +0.4% |
| 30D | -2.3% | +5.1% | -7.4% | -2.5% |
| 3M | +22.7% | +79.8% | -57.1% | +20.4% |
| 6M | +21.9% | +29.7% | -7.8% | +20.7% |
| YTD | +27.5% | +31.6% | -4.1% | +26.0% |
| 1Y | +36.2% | -27.9% | +64.2% | +36.9% |
| 3Y | +140.6% | -26.4% | +167.0% | +134.6% |
| All | +157.1% | +232.2% | -75.0% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling