+429.1%
TTMI vs ELF
+24.2%
+404.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.6% |
| 7D | +11.4% | +1.6% | +9.8% | +11.1% |
| 30D | -28.3% | +9.1% | -37.4% | -29.4% |
| 3M | -46.7% | +28.2% | -74.8% | -49.1% |
| 6M | -56.1% | +119.5% | -175.7% | -62.1% |
| YTD | +7.4% | +55.2% | -47.8% | -2.9% |
| 1Y | +17.4% | +58.6% | -41.2% | +5.6% |
| 3Y | +429.1% | +21.3% | +407.9% | +315.1% |
| All | +429.1% | +24.2% | +404.9% | +315.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling