+290.3%
TRV vs ELF
+357.0%
-66.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -0.1% | +5.4% | -5.5% | -0.6% |
| 30D | -3.4% | +27.0% | -30.4% | -5.5% |
| 3M | +26.4% | +113.2% | -86.8% | +17.8% |
| 6M | +19.3% | +36.6% | -17.3% | +15.3% |
| YTD | +28.3% | +44.2% | -15.9% | +22.9% |
| 1Y | +34.3% | -18.0% | +52.3% | +34.1% |
| 3Y | +140.1% | -19.9% | +160.1% | +128.0% |
| 5Y | +155.7% | +257.7% | -102.0% | +87.0% |
| All | +290.3% | +357.0% | -66.6% | +145.5% |
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 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