+1,124.0%
TTMI vs EFV
+169.9%
+954.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.1% |
| 7D | +0.7% | -0.8% | +1.5% | +1.6% |
| 30D | -8.4% | +0.6% | -9.1% | -9.2% |
| 3M | -32.5% | +7.5% | -40.0% | -37.9% |
| 6M | +32.5% | +13.0% | +19.5% | +16.9% |
| YTD | +83.2% | +18.3% | +64.9% | +54.0% |
| 1Y | +161.7% | +26.7% | +134.9% | +105.3% |
| 3Y | +890.1% | +89.6% | +800.6% | +404.5% |
| 5Y | +832.4% | +98.2% | +734.2% | +350.6% |
| All | +1,124.0% | +169.9% | +954.1% | +339.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling