+51.4%
EFA vs TT
+137.2%
-85.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -1.0% | +3.5% | -4.5% | -2.1% |
| 30D | +1.6% | -11.0% | +12.6% | +5.2% |
| 3M | -3.2% | -12.0% | +8.8% | +0.6% |
| 6M | +2.5% | -10.4% | +12.9% | +5.4% |
| YTD | +10.7% | +9.9% | +0.8% | +6.0% |
| 1Y | +12.8% | +1.5% | +11.3% | +10.8% |
| 3Y | +66.4% | +93.7% | -27.3% | +25.7% |
| 5Y | +51.4% | +139.2% | -87.9% | -4.6% |
| All | +51.4% | +137.2% | -85.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling