+9.3%
TT vs EFX
-32.8%
+42.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.5% |
| 7D | +1.4% | -9.4% | +10.8% | +1.1% |
| 30D | -6.7% | -6.9% | +0.2% | -6.8% |
| 3M | -5.4% | +0.1% | -5.5% | -5.2% |
| 6M | +4.4% | -17.3% | +21.7% | +5.6% |
| YTD | +14.9% | -21.8% | +36.8% | +16.7% |
| 1Y | +9.3% | -32.5% | +41.8% | +11.2% |
| All | +9.3% | -32.8% | +42.0% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling