+148.2%
TT vs EFV
+95.4%
+52.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.8% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -5.4% | +8.4% | -13.8% | -11.5% |
| 6M | +4.4% | +12.3% | -8.0% | -5.1% |
| YTD | +14.9% | +17.4% | -2.5% | +1.0% |
| 1Y | +9.3% | +27.1% | -17.9% | -9.9% |
| 3Y | +121.7% | +90.7% | +31.0% | +30.3% |
| 5Y | +148.2% | +95.6% | +52.5% | +35.5% |
| All | +148.2% | +95.4% | +52.8% | +35.5% |
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