+411.3%
TTMI vs EL
+60.4%
+350.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.6% |
| 7D | +22.6% | +2.7% | +19.9% | +21.8% |
| 30D | -34.3% | +10.8% | -45.1% | -36.6% |
| 3M | -44.8% | +26.5% | -71.2% | -49.4% |
| 6M | -53.3% | +31.1% | -84.4% | -58.1% |
| YTD | +10.6% | +6.6% | +3.9% | +4.3% |
| 1Y | +8.2% | +21.8% | -13.6% | -2.7% |
| 3Y | +435.7% | +1.8% | +433.9% | +379.1% |
| 5Y | +434.2% | -65.6% | +499.7% | +643.7% |
| All | +411.3% | +60.4% | +350.9% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling