+856.3%
TT vs ELF
+397.3%
+459.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +4.3% |
| 7D | +1.7% | +7.8% | -6.1% | +0.7% |
| 30D | -11.8% | +9.3% | -21.1% | -13.0% |
| 3M | -12.6% | +21.2% | -33.8% | -15.2% |
| 6M | -9.4% | +96.1% | -105.5% | -18.6% |
| YTD | +8.8% | +57.0% | -48.1% | +0.1% |
| 1Y | -2.5% | +61.9% | -64.4% | -11.0% |
| 3Y | +95.7% | +20.0% | +75.6% | +71.1% |
| 5Y | +135.7% | +284.8% | -149.0% | +62.4% |
| 10Y | +750.6% | +364.2% | +386.4% | +406.7% |
| All | +856.3% | +397.3% | +459.1% | +469.7% |
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