+172.6%
TTMI vs ELAN
+41.2%
+131.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +5.9% | +1.6% | +4.2% | +5.3% |
| 30D | -4.3% | -6.6% | +2.3% | -2.4% |
| 3M | -32.0% | -0.8% | -31.2% | -33.0% |
| 6M | +19.5% | +0.2% | +19.2% | +16.5% |
| YTD | +82.0% | +8.3% | +73.8% | +75.9% |
| 1Y | +172.6% | +40.2% | +132.4% | +154.1% |
| All | +172.6% | +41.2% | +131.4% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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