+914.2%
TT vs ELF
+334.6%
+579.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.3% |
| 7D | +1.6% | -1.2% | +2.7% | +1.7% |
| 30D | -7.3% | +5.9% | -13.2% | -8.2% |
| 3M | -2.6% | +99.5% | -102.1% | -12.4% |
| 6M | +5.9% | +26.5% | -20.6% | +1.2% |
| YTD | +15.4% | +37.2% | -21.8% | +8.3% |
| 1Y | +8.2% | -24.4% | +32.7% | +9.1% |
| 3Y | +122.7% | -23.3% | +146.0% | +109.2% |
| 5Y | +145.0% | +245.2% | -100.2% | +71.4% |
| All | +914.2% | +334.6% | +579.6% | +516.8% |
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