+812.9%
TTMI vs ELF
+230.6%
+582.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.1% | -3.2% |
| 7D | +7.5% | -6.8% | +14.3% | +8.8% |
| 30D | -4.5% | +5.1% | -9.6% | -5.5% |
| 3M | -28.5% | +79.8% | -108.3% | -36.1% |
| 6M | +28.4% | +29.7% | -1.4% | +21.0% |
| YTD | +80.1% | +31.6% | +48.5% | +67.6% |
| 1Y | +161.0% | -27.9% | +188.9% | +166.5% |
| 3Y | +862.4% | -26.4% | +888.9% | +792.7% |
| 5Y | +812.9% | +235.6% | +577.3% | +421.2% |
| All | +812.9% | +230.6% | +582.3% | +421.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling