+2,493.1%
TT vs EFV
+258.8%
+2,234.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.0% |
| 7D | 0.0% | +1.5% | -1.5% | -1.4% |
| 30D | -7.2% | +1.7% | -8.9% | -8.6% |
| 3M | -3.0% | +8.6% | -11.6% | -10.2% |
| 6M | +1.4% | +11.7% | -10.3% | -8.5% |
| YTD | +15.9% | +19.3% | -3.4% | -1.5% |
| 1Y | +9.4% | +30.2% | -20.8% | -14.2% |
| 3Y | +124.4% | +91.6% | +32.8% | +22.1% |
| 5Y | +138.0% | +96.4% | +41.6% | +25.5% |
| 10Y | +886.4% | +166.5% | +719.9% | +287.6% |
| All | +2,493.1% | +258.8% | +2,234.2% | +685.4% |
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