+816.3%
TTMI vs ELV
+13.8%
+802.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.8% |
| 7D | +7.5% | -2.2% | +9.7% | +7.7% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | -28.5% | -6.1% | -22.4% | -28.2% |
| 6M | +28.4% | +42.8% | -14.5% | +22.7% |
| YTD | +80.1% | +14.4% | +65.7% | +75.7% |
| 1Y | +161.0% | +28.6% | +132.4% | +151.1% |
| 3Y | +862.4% | -7.4% | +869.8% | +847.3% |
| All | +816.3% | +13.8% | +802.5% | +761.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling