+132.3%
TT vs EL
-65.2%
+197.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | +4.0% | +1.5% | +2.5% | +3.8% |
| 30D | -11.3% | +10.0% | -21.3% | -12.8% |
| 3M | -12.3% | +28.4% | -40.7% | -16.4% |
| 6M | -10.8% | +37.1% | -47.9% | -16.3% |
| YTD | +8.2% | +7.8% | +0.3% | +4.9% |
| 1Y | +1.5% | +26.0% | -24.6% | -4.6% |
| 3Y | +91.5% | +3.8% | +87.6% | +75.8% |
| All | +132.3% | -65.2% | +197.6% | +226.6% |
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