+66.0%
EFA vs TT
+94.5%
-28.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -1.0% | +3.5% | -4.5% | -1.9% |
| 30D | +1.6% | -11.0% | +12.6% | +4.6% |
| 3M | -3.2% | -12.0% | +8.8% | 0.0% |
| 6M | +2.5% | -10.4% | +12.9% | +5.0% |
| YTD | +10.7% | +9.9% | +0.8% | +7.0% |
| 1Y | +12.8% | +1.5% | +11.3% | +11.3% |
| All | +66.0% | +94.5% | -28.6% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling