+734.7%
TT vs EFX
+69.3%
+665.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -11.8% | +29.1% | -40.9% | -19.1% |
| 3M | -11.6% | +4.3% | -15.8% | -13.7% |
| 6M | -9.3% | +7.7% | -17.0% | -13.5% |
| YTD | +8.9% | -12.5% | +21.4% | +10.2% |
| 1Y | -2.2% | -8.8% | +6.6% | -2.6% |
| 3Y | +91.9% | +4.3% | +87.5% | +73.7% |
| 5Y | +136.0% | -29.4% | +165.4% | +141.6% |
| 10Y | +734.7% | +78.1% | +656.6% | +491.1% |
| All | +734.7% | +69.3% | +665.4% | +491.1% |
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