+393.0%
EFA vs TTMI
+1,213.2%
-820.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.0% |
| 7D | +1.2% | +12.2% | -11.0% | -0.7% |
| 30D | -0.7% | -5.7% | +5.0% | -0.2% |
| 3M | +6.4% | -27.5% | +33.9% | +10.3% |
| 6M | +11.4% | +47.1% | -35.8% | +1.5% |
| YTD | +14.0% | +87.5% | -73.5% | -1.3% |
| 1Y | +20.2% | +175.2% | -155.0% | -3.6% |
| 3Y | +68.2% | +901.9% | -833.7% | +5.3% |
| 5Y | +54.8% | +843.5% | -788.7% | -4.1% |
| 10Y | +142.4% | +1,077.0% | -934.6% | +38.2% |
| All | +393.0% | +1,213.2% | -820.2% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling