+1,421.8%
TTMI vs ELV
+2,409.5%
-987.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.4% |
| 7D | +12.2% | -0.3% | +12.4% | +12.2% |
| 30D | -5.7% | +2.0% | -7.7% | -6.6% |
| 3M | -27.5% | -3.5% | -24.0% | -27.3% |
| 6M | +47.1% | +40.2% | +6.9% | +29.0% |
| YTD | +87.5% | +15.8% | +71.6% | +73.7% |
| 1Y | +175.2% | +33.2% | +142.0% | +141.9% |
| 3Y | +901.9% | -6.2% | +908.2% | +858.8% |
| 5Y | +843.5% | +16.4% | +827.0% | +707.4% |
| 10Y | +1,077.0% | +259.8% | +817.2% | +502.8% |
| All | +1,421.8% | +2,409.5% | -987.8% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling