+129.6%
TT vs ELF
-19.9%
+149.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | 0.0% | +5.4% | -5.4% | -0.5% |
| 30D | -7.2% | +27.0% | -34.1% | -9.3% |
| 3M | -3.0% | +113.2% | -116.2% | -10.1% |
| 6M | +1.4% | +36.6% | -35.2% | -2.3% |
| YTD | +15.9% | +44.2% | -28.3% | +10.6% |
| 1Y | +9.4% | -18.0% | +27.4% | +9.3% |
| All | +129.6% | -19.9% | +149.5% | +115.4% |
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