+10.7%
TTMI vs EL
+25.6%
-14.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.3% | -16.4% | -10.4% |
| 7D | -19.2% | +2.5% | -21.7% | -19.2% |
| 30D | -44.9% | +20.1% | -65.0% | -45.9% |
| 3M | -44.7% | +29.3% | -74.0% | -46.2% |
| 6M | -53.4% | +38.8% | -92.2% | -55.5% |
| YTD | +6.3% | +8.1% | -1.8% | +3.1% |
| 1Y | +10.7% | +22.3% | -11.6% | +2.8% |
| All | +10.7% | +25.6% | -14.9% | +2.8% |
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