+605.1%
TTMI vs ELAN
-29.1%
+634.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.6% |
| 7D | +6.0% | -6.4% | +12.4% | +8.2% |
| 30D | -6.4% | +0.6% | -7.0% | -6.9% |
| 3M | -28.9% | 0.0% | -28.9% | -29.9% |
| 6M | +26.9% | -3.4% | +30.3% | +26.2% |
| YTD | +77.3% | +1.0% | +76.3% | +74.1% |
| 1Y | +147.5% | +24.7% | +122.8% | +126.8% |
| 3Y | +847.6% | +97.2% | +750.4% | +596.3% |
| 5Y | +802.2% | -31.5% | +833.7% | +831.1% |
| All | +605.1% | -29.1% | +634.2% | +514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling