+918.5%
TT vs ELF
+357.0%
+561.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | -0.2% | +5.4% | -5.6% | -1.0% |
| 30D | -7.4% | +27.0% | -34.4% | -10.7% |
| 3M | -3.2% | +113.2% | -116.4% | -13.8% |
| 6M | +1.1% | +36.6% | -35.5% | -4.4% |
| YTD | +15.6% | +44.2% | -28.6% | +7.8% |
| 1Y | +9.2% | -18.0% | +27.2% | +8.7% |
| 3Y | +124.4% | -19.9% | +144.3% | +109.6% |
| 5Y | +138.0% | +257.7% | -119.7% | +65.7% |
| All | +918.5% | +357.0% | +561.6% | +515.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling