+890.1%
TTMI vs ELV
-2.1%
+892.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.3% |
| 7D | +0.7% | +3.2% | -2.5% | +0.6% |
| 30D | -8.4% | +5.4% | -13.8% | -8.6% |
| 3M | -32.5% | +5.4% | -37.8% | -32.6% |
| 6M | +32.5% | +45.7% | -13.2% | +29.7% |
| YTD | +83.2% | +21.2% | +62.0% | +80.6% |
| 1Y | +161.7% | +35.6% | +126.1% | +156.8% |
| 3Y | +890.1% | -2.0% | +892.1% | +882.3% |
| All | +890.1% | -2.1% | +892.3% | +882.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling