+145.0%
TT vs ELV
+14.2%
+130.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.3% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | -7.3% | +2.0% | -9.3% | -7.6% |
| 3M | -2.6% | -3.5% | +0.9% | -2.3% |
| 6M | +5.9% | +40.2% | -34.3% | +0.6% |
| YTD | +15.4% | +15.8% | -0.4% | +12.1% |
| 1Y | +8.2% | +33.2% | -24.9% | +2.9% |
| 3Y | +122.7% | -6.2% | +128.9% | +120.7% |
| 5Y | +145.0% | +16.4% | +128.5% | +128.8% |
| All | +145.0% | +14.2% | +130.7% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling