+753.3%
TT vs ELF
+337.1%
+416.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +1.6% |
| 7D | -2.0% | +4.0% | -6.0% | -2.6% |
| 30D | -14.0% | +10.6% | -24.6% | -15.3% |
| 3M | -15.9% | +25.8% | -41.7% | -18.8% |
| 6M | -17.3% | +89.1% | -106.4% | -25.3% |
| YTD | +4.0% | +52.7% | -48.8% | -4.0% |
| 1Y | -7.1% | +51.7% | -58.9% | -14.4% |
| 3Y | +90.2% | +14.2% | +76.0% | +67.6% |
| 5Y | +131.1% | +270.7% | -139.6% | +60.0% |
| All | +753.3% | +337.1% | +416.2% | +414.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling