+127.9%
TT vs EL
-66.1%
+194.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.0% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -14.0% | +16.5% | -30.5% | -16.3% |
| 3M | -15.9% | +29.2% | -45.0% | -19.9% |
| 6M | -17.3% | +27.9% | -45.2% | -21.5% |
| YTD | +4.0% | +6.2% | -2.2% | +1.1% |
| 1Y | -7.1% | +27.2% | -34.3% | -12.9% |
| 3Y | +90.2% | +3.2% | +87.0% | +74.6% |
| All | +127.9% | -66.1% | +194.0% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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