+123.6%
TT vs ELV
-5.1%
+128.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | 0.0% | +3.3% | -3.3% | -0.1% |
| 30D | -7.2% | +4.2% | -11.3% | -7.3% |
| 3M | -3.0% | -0.1% | -2.9% | -3.0% |
| 6M | +1.4% | +41.3% | -39.9% | -0.2% |
| YTD | +15.9% | +17.4% | -1.5% | +14.7% |
| 1Y | +9.4% | +35.1% | -25.6% | +8.0% |
| All | +123.6% | -5.1% | +128.7% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling