+91.5%
TT vs ELF
+24.2%
+67.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.8% |
| 7D | +4.0% | +1.6% | +2.5% | +3.9% |
| 30D | -11.3% | +9.1% | -20.4% | -12.1% |
| 3M | -12.3% | +28.2% | -40.5% | -14.5% |
| 6M | -10.8% | +119.5% | -130.4% | -17.8% |
| YTD | +8.2% | +55.2% | -47.0% | +2.4% |
| 1Y | +1.5% | +58.6% | -57.1% | -4.2% |
| 3Y | +91.5% | +21.3% | +70.2% | +78.9% |
| All | +91.5% | +24.2% | +67.3% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling