+2,359.6%
TT vs EFV
+248.4%
+2,111.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -1.0% | +4.5% | +4.5% |
| 30D | -11.0% | +3.1% | -14.1% | -13.6% |
| 3M | -12.0% | -1.2% | -10.8% | -11.2% |
| 6M | -10.4% | +5.6% | -16.1% | -15.1% |
| YTD | +9.9% | +15.8% | -5.9% | -4.2% |
| 1Y | +1.5% | +20.0% | -18.5% | -14.4% |
| 3Y | +93.7% | +91.0% | +2.8% | +5.3% |
| 5Y | +139.2% | +93.7% | +45.6% | +27.7% |
| 10Y | +741.5% | +160.9% | +580.6% | +236.2% |
| All | +2,359.6% | +248.4% | +2,111.2% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling