+220.3%
TTMI vs EL
+717.6%
-497.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.3% |
| 7D | +11.4% | +1.5% | +9.8% | +10.8% |
| 30D | -28.3% | +10.0% | -38.3% | -31.6% |
| 3M | -46.7% | +28.4% | -75.1% | -53.1% |
| 6M | -56.1% | +37.1% | -93.2% | -62.9% |
| YTD | +7.4% | +7.8% | -0.5% | -2.0% |
| 1Y | +17.4% | +26.0% | -8.6% | -0.3% |
| 3Y | +429.1% | +3.8% | +425.3% | +346.1% |
| 5Y | +418.8% | -65.2% | +484.0% | +609.6% |
| 10Y | +411.2% | +62.1% | +349.1% | +194.5% |
| All | +220.3% | +717.6% | -497.3% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling