+957.3%
TT vs ELV
+257.3%
+699.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | -6.7% | -0.2% | -6.5% | -6.7% |
| 3M | -5.4% | -6.1% | +0.7% | -4.2% |
| 6M | +4.4% | +42.8% | -38.5% | -6.9% |
| YTD | +14.9% | +14.4% | +0.5% | +8.6% |
| 1Y | +9.3% | +28.6% | -19.4% | -0.9% |
| 3Y | +121.7% | -7.4% | +129.2% | +115.8% |
| 5Y | +148.2% | +14.5% | +133.7% | +116.7% |
| 10Y | +957.3% | +257.4% | +699.8% | +507.7% |
| All | +957.3% | +257.3% | +699.9% | +507.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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