+802.2%
TTMI vs EFV
+94.1%
+708.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | +6.0% | -2.0% | +8.0% | +8.7% |
| 30D | -6.4% | -0.2% | -6.2% | -6.3% |
| 3M | -28.9% | +9.1% | -38.1% | -36.1% |
| 6M | +26.9% | +11.7% | +15.2% | +12.4% |
| YTD | +77.3% | +17.0% | +60.3% | +49.0% |
| 1Y | +147.5% | +26.7% | +120.8% | +91.7% |
| 3Y | +847.6% | +90.2% | +757.5% | +372.1% |
| 5Y | +802.2% | +96.1% | +706.1% | +312.3% |
| All | +802.2% | +94.1% | +708.1% | +312.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling