+544.7%
TTMI vs ELF
+391.6%
+153.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -49.2% |
| 6M | -56.1% | +119.5% | -175.7% | -62.3% |
| YTD | +7.4% | +55.2% | -47.8% | -3.1% |
| 1Y | +17.4% | +58.6% | -41.2% | +5.4% |
| 3Y | +429.1% | +21.3% | +407.9% | +357.3% |
| 5Y | +418.8% | +276.2% | +142.6% | +244.4% |
| 10Y | +411.2% | +337.0% | +74.3% | +188.4% |
| All | +544.7% | +391.6% | +153.2% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling