+9,941.3%
TT vs EL
+1,685.7%
+8,255.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.4% |
| 7D | -0.2% | +0.8% | -1.0% | -0.5% |
| 30D | -7.4% | +19.8% | -27.2% | -13.5% |
| 3M | -3.2% | +25.7% | -28.9% | -11.3% |
| 6M | +1.1% | +5.4% | -4.3% | -3.0% |
| YTD | +15.6% | +0.2% | +15.4% | +11.4% |
| 1Y | +9.2% | +20.4% | -11.3% | -2.3% |
| 3Y | +124.4% | -32.1% | +156.5% | +124.7% |
| 5Y | +138.0% | -67.2% | +205.2% | +209.7% |
| 10Y | +886.4% | +31.7% | +854.6% | +611.5% |
| All | +9,941.3% | +1,685.7% | +8,255.6% | +2,991.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling