+90.2%
TT vs EFX
+7.5%
+82.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.6% |
| 7D | -2.0% | +2.7% | -4.7% | -2.3% |
| 30D | -14.0% | +33.1% | -47.1% | -17.4% |
| 3M | -15.9% | +8.2% | -24.0% | -16.9% |
| 6M | -17.3% | +10.2% | -27.5% | -18.9% |
| YTD | +4.0% | -11.8% | +15.8% | +6.5% |
| 1Y | -7.1% | -6.1% | -1.0% | -6.5% |
| 3Y | +90.2% | +7.5% | +82.7% | +80.9% |
| All | +90.2% | +7.5% | +82.8% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling