+1,084.3%
TTMI vs EL
+25.3%
+1,059.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.8% |
| 7D | +6.0% | -4.4% | +10.4% | +7.5% |
| 30D | -6.4% | +10.3% | -16.7% | -10.1% |
| 3M | -28.9% | +13.4% | -42.3% | -32.5% |
| 6M | +26.9% | +3.1% | +23.8% | +22.9% |
| YTD | +77.3% | -6.9% | +84.2% | +75.5% |
| 1Y | +147.5% | +11.9% | +135.6% | +128.9% |
| 3Y | +847.6% | -33.8% | +881.4% | +890.6% |
| 5Y | +802.2% | -69.0% | +871.2% | +1,191.3% |
| All | +1,084.3% | +25.3% | +1,059.0% | +840.2% |
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 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