+5,298.1%
TT vs ELV
+2,522.7%
+2,775.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.3% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | -11.8% | +1.3% | -13.2% | -12.5% |
| 3M | -12.6% | +6.6% | -19.2% | -15.0% |
| 6M | -9.4% | +11.6% | -20.9% | -14.1% |
| YTD | +8.8% | +21.1% | -12.2% | -1.0% |
| 1Y | -2.5% | +34.2% | -36.8% | -14.9% |
| 3Y | +95.7% | -2.9% | +98.6% | +84.4% |
| 5Y | +135.7% | +4.6% | +131.1% | +111.2% |
| 10Y | +750.6% | +272.8% | +477.8% | +328.5% |
| All | +5,298.1% | +2,522.7% | +2,775.4% | +1,151.7% |
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 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