+1.5%
TT vs ELV
+34.6%
-33.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | +1.0% | +3.1% | +4.0% |
| 30D | -11.3% | +0.4% | -11.7% | -11.3% |
| 3M | -12.3% | +8.4% | -20.7% | -12.9% |
| 6M | -10.8% | +8.4% | -19.3% | -11.5% |
| YTD | +8.2% | +24.4% | -16.2% | +2.5% |
| 1Y | +1.5% | +33.5% | -32.0% | -6.5% |
| All | +1.5% | +34.6% | -33.1% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling