+15,818.7%
TT vs EFX
+6,408.3%
+9,410.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +3.3% |
| 7D | 0.0% | -8.6% | +8.6% | +3.4% |
| 30D | -7.2% | +0.1% | -7.3% | -7.6% |
| 3M | -3.0% | +3.8% | -6.8% | -5.9% |
| 6M | +1.4% | -13.5% | +14.9% | +4.6% |
| YTD | +15.9% | -17.7% | +33.6% | +20.7% |
| 1Y | +9.4% | -25.6% | +35.0% | +17.9% |
| 3Y | +124.4% | -12.1% | +136.5% | +117.7% |
| 5Y | +138.0% | -33.8% | +171.8% | +153.4% |
| 10Y | +886.4% | +45.1% | +841.2% | +616.6% |
| All | +15,818.7% | +6,408.3% | +9,410.4% | +3,508.6% |
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