+172.6%
TTMI vs ELV
+34.8%
+137.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +8.9% |
| 7D | +5.9% | +3.3% | +2.5% | +5.7% |
| 30D | -4.3% | +4.2% | -8.5% | -4.4% |
| 3M | -32.0% | -0.1% | -32.0% | -32.0% |
| 6M | +19.5% | +41.3% | -21.8% | +15.1% |
| YTD | +82.0% | +17.4% | +64.6% | +76.2% |
| 1Y | +172.6% | +35.1% | +137.6% | +160.4% |
| All | +172.6% | +34.8% | +137.8% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling