+993.1%
TTMI vs ELF
+357.0%
+636.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +8.5% |
| 7D | +5.9% | +5.4% | +0.5% | +4.9% |
| 30D | -4.3% | +27.0% | -31.3% | -8.6% |
| 3M | -32.0% | +113.2% | -145.2% | -41.2% |
| 6M | +19.5% | +36.6% | -17.1% | +11.3% |
| YTD | +82.0% | +44.2% | +37.8% | +66.7% |
| 1Y | +172.6% | -18.0% | +190.6% | +171.9% |
| 3Y | +744.7% | -19.9% | +764.6% | +685.4% |
| 5Y | +805.6% | +257.7% | +547.9% | +506.1% |
| All | +993.1% | +357.0% | +636.2% | +525.1% |
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 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