+5,649.0%
TT vs ELV
+2,444.2%
+3,204.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | 0.0% | +3.3% | -3.3% | -1.2% |
| 30D | -7.2% | +4.2% | -11.3% | -8.6% |
| 3M | -3.0% | -0.1% | -2.9% | -3.7% |
| 6M | +1.4% | +41.3% | -39.9% | -11.5% |
| YTD | +15.9% | +17.4% | -1.5% | +7.1% |
| 1Y | +9.4% | +35.1% | -25.6% | -4.6% |
| 3Y | +124.4% | -3.2% | +127.6% | +112.2% |
| 5Y | +138.0% | +15.6% | +122.4% | +104.8% |
| 10Y | +886.4% | +276.8% | +609.6% | +395.7% |
| All | +5,649.0% | +2,444.2% | +3,204.8% | +1,254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling