+146.1%
EFA vs TT
+737.0%
-590.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +1.3% | +8.1% | -6.8% | -1.6% |
| 30D | +0.5% | -11.3% | +11.8% | +4.7% |
| 3M | -4.1% | -11.2% | +7.0% | -0.3% |
| 6M | +2.4% | -8.9% | +11.3% | +5.1% |
| YTD | +10.0% | +9.7% | +0.3% | +4.9% |
| 1Y | +11.4% | +1.3% | +10.1% | +9.3% |
| 3Y | +65.4% | +93.4% | -28.0% | +22.9% |
| 5Y | +49.6% | +133.5% | -83.9% | +0.2% |
| All | +146.1% | +737.0% | -590.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling