+14,178.8%
TT vs EFX
+6,869.2%
+7,309.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.2% |
| 7D | -2.0% | +2.7% | -4.7% | -3.1% |
| 30D | -14.0% | +33.1% | -47.1% | -23.8% |
| 3M | -15.9% | +8.2% | -24.0% | -19.8% |
| 6M | -17.3% | +10.2% | -27.5% | -23.0% |
| YTD | +4.0% | -11.8% | +15.8% | +4.0% |
| 1Y | -7.1% | -6.1% | -1.0% | -9.5% |
| 3Y | +90.2% | +7.5% | +82.7% | +68.4% |
| 5Y | +131.1% | -30.7% | +161.8% | +139.3% |
| 10Y | +777.7% | +68.7% | +709.0% | +492.3% |
| All | +14,178.8% | +6,869.2% | +7,309.6% | +3,010.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling