+135.7%
TT vs EFV
+92.7%
+43.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +2.5% |
| 7D | +1.7% | +1.7% | 0.0% | +0.3% |
| 30D | -11.8% | +3.4% | -15.3% | -14.3% |
| 3M | -12.6% | -1.7% | -10.9% | -11.5% |
| 6M | -9.4% | +6.4% | -15.8% | -14.1% |
| YTD | +8.8% | +16.3% | -7.5% | -3.9% |
| 1Y | -2.5% | +22.9% | -25.4% | -17.7% |
| 3Y | +95.7% | +92.8% | +2.8% | +12.6% |
| 5Y | +135.7% | +93.5% | +42.2% | +30.0% |
| All | +135.7% | +92.7% | +43.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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