+957.3%
TT vs EFX
+38.5%
+918.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | +0.2% |
| 7D | +1.4% | -9.4% | +10.8% | +4.4% |
| 30D | -6.7% | -6.9% | +0.2% | -4.9% |
| 3M | -5.4% | +0.1% | -5.5% | -6.7% |
| 6M | +4.4% | -17.3% | +21.7% | +9.1% |
| YTD | +14.9% | -21.8% | +36.8% | +21.4% |
| 1Y | +9.3% | -32.5% | +41.8% | +21.1% |
| 3Y | +121.7% | -12.3% | +134.1% | +114.6% |
| 5Y | +148.2% | -36.6% | +184.8% | +164.1% |
| 10Y | +957.3% | +41.0% | +916.2% | +730.1% |
| All | +957.3% | +38.5% | +918.7% | +730.1% |
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