+172.6%
TTMI vs ELF
-17.5%
+190.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +8.5% |
| 7D | +5.9% | +5.4% | +0.5% | +5.1% |
| 30D | -4.3% | +27.0% | -31.3% | -7.9% |
| 3M | -32.0% | +113.2% | -145.2% | -40.2% |
| 6M | +19.5% | +36.6% | -17.1% | +12.3% |
| YTD | +82.0% | +44.2% | +37.8% | +67.6% |
| 1Y | +172.6% | -18.0% | +190.6% | +174.4% |
| All | +172.6% | -17.5% | +190.2% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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