-17.3%
TT vs EFX
+11.4%
-28.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +1.9% |
| 7D | -2.0% | +2.7% | -4.7% | -1.5% |
| 30D | -14.0% | +33.1% | -47.1% | -9.7% |
| 3M | -15.9% | +8.2% | -24.0% | -14.2% |
| 6M | -17.3% | +10.2% | -27.5% | -14.2% |
| All | -17.3% | +11.4% | -28.7% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling