+142.8%
EFA vs TTMI
+1,127.6%
-984.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -1.7% | -8.4% | +6.8% | -0.6% |
| 3M | +3.5% | -32.5% | +36.0% | +8.9% |
| 6M | +9.5% | +32.5% | -23.0% | +0.7% |
| YTD | +12.9% | +83.2% | -70.4% | -3.7% |
| 1Y | +18.2% | +161.7% | -143.5% | -7.4% |
| 3Y | +64.8% | +890.1% | -825.3% | -6.4% |
| 5Y | +53.9% | +832.4% | -778.6% | -14.2% |
| All | +142.8% | +1,127.6% | -984.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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