+812.9%
TTMI vs EL
-68.4%
+881.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.1% | -3.3% |
| 7D | +7.5% | -2.4% | +9.8% | +8.1% |
| 30D | -4.5% | +13.7% | -18.1% | -8.0% |
| 3M | -28.5% | +14.5% | -43.0% | -31.4% |
| 6M | +28.4% | +7.4% | +21.0% | +24.1% |
| YTD | +80.1% | -4.7% | +84.8% | +78.0% |
| 1Y | +161.0% | +12.9% | +148.1% | +145.5% |
| 3Y | +862.4% | -32.2% | +894.7% | +901.2% |
| 5Y | +812.9% | -68.4% | +881.3% | +1,126.2% |
| All | +812.9% | -68.4% | +881.3% | +1,126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling