+63.2%
EFA vs TTMI
+844.7%
-781.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -2.4% | +6.0% | -8.4% | -3.0% |
| 30D | -2.2% | -6.4% | +4.2% | -1.8% |
| 3M | +5.7% | -28.9% | +34.6% | +8.6% |
| 6M | +8.2% | +26.9% | -18.7% | +3.0% |
| YTD | +11.8% | +77.3% | -65.5% | +1.5% |
| 1Y | +18.3% | +147.5% | -129.2% | +1.6% |
| All | +63.2% | +844.7% | -781.5% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling