+964.8%
TTMI vs ELF
+299.0%
+665.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.8% |
| 7D | +6.0% | -10.8% | +16.9% | +8.2% |
| 30D | -6.4% | +0.8% | -7.2% | -6.8% |
| 3M | -28.9% | +64.8% | -93.7% | -35.5% |
| 6M | +26.9% | +19.0% | +7.9% | +21.4% |
| YTD | +77.3% | +25.9% | +51.4% | +66.3% |
| 1Y | +147.5% | -28.8% | +176.3% | +153.2% |
| 3Y | +847.6% | -29.6% | +877.2% | +801.4% |
| 5Y | +802.2% | +216.2% | +586.0% | +517.2% |
| All | +964.8% | +299.0% | +665.8% | +523.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling