+145.0%
TT vs EFX
-35.1%
+180.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.4% |
| 7D | +1.6% | -7.8% | +9.4% | +3.8% |
| 30D | -7.3% | -5.7% | -1.6% | -6.1% |
| 3M | -2.6% | +2.5% | -5.1% | -4.4% |
| 6M | +5.9% | -16.7% | +22.6% | +10.5% |
| YTD | +15.4% | -20.2% | +35.6% | +21.2% |
| 1Y | +8.2% | -31.4% | +39.6% | +19.6% |
| 3Y | +122.7% | -10.5% | +133.2% | +110.3% |
| 5Y | +145.0% | -35.2% | +180.2% | +158.1% |
| All | +145.0% | -35.1% | +180.0% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling