+327.6%
TRV vs ELF
+391.6%
-64.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.3% |
| 7D | +2.0% | +1.6% | +0.4% | +1.9% |
| 30D | +6.7% | +9.1% | -2.4% | +5.8% |
| 3M | +9.4% | +28.2% | -18.8% | +6.8% |
| 6M | +37.7% | +119.5% | -81.8% | +27.7% |
| YTD | +40.6% | +55.2% | -14.6% | +33.6% |
| 1Y | +42.4% | +58.6% | -16.2% | +34.9% |
| 3Y | +148.1% | +21.3% | +126.8% | +123.9% |
| 5Y | +181.7% | +276.2% | -94.5% | +105.3% |
| 10Y | +352.6% | +337.0% | +15.6% | +184.1% |
| All | +327.6% | +391.6% | -64.0% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling