+736.3%
TT vs ELV
+268.6%
+467.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | +1.0% | +3.1% | +3.7% |
| 30D | -11.3% | +0.4% | -11.7% | -11.6% |
| 3M | -12.3% | +8.4% | -20.7% | -14.6% |
| 6M | -10.8% | +8.4% | -19.3% | -13.8% |
| YTD | +8.2% | +24.4% | -16.2% | -0.5% |
| 1Y | +1.5% | +33.5% | -32.0% | -8.8% |
| 3Y | +91.5% | -2.1% | +93.6% | +83.6% |
| 5Y | +130.2% | +5.8% | +124.4% | +109.6% |
| All | +736.3% | +268.6% | +467.7% | +369.7% |
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