+736.3%
TT vs EFX
+80.5%
+655.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +4.0% | -0.8% | +4.8% | +4.3% |
| 30D | -11.3% | +25.1% | -36.4% | -17.8% |
| 3M | -12.3% | +1.7% | -14.0% | -13.7% |
| 6M | -10.8% | +18.4% | -29.2% | -17.5% |
| YTD | +8.2% | -12.5% | +20.7% | +9.4% |
| 1Y | +1.5% | -8.1% | +9.6% | +0.8% |
| 3Y | +91.5% | +4.8% | +86.7% | +73.0% |
| 5Y | +130.2% | -30.1% | +160.3% | +136.6% |
| All | +736.3% | +80.5% | +655.8% | +488.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling