+172.6%
TTMI vs EL
+14.8%
+157.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.9% | +8.4% |
| 7D | +5.9% | +0.8% | +5.1% | +5.7% |
| 30D | -4.3% | +19.8% | -24.1% | -6.9% |
| 3M | -32.0% | +25.7% | -57.8% | -34.6% |
| 6M | +19.5% | +5.4% | +14.0% | +18.2% |
| YTD | +82.0% | +0.2% | +81.8% | +78.4% |
| 1Y | +172.6% | +20.4% | +152.2% | +144.2% |
| All | +172.6% | +14.8% | +157.9% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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