+1,774.6%
TTMI vs EFV
+256.4%
+1,518.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.7% |
| 7D | +12.2% | +1.0% | +11.2% | +11.0% |
| 30D | -5.7% | +0.2% | -5.9% | -5.9% |
| 3M | -27.5% | +9.6% | -37.1% | -34.1% |
| 6M | +47.1% | +14.0% | +33.1% | +30.1% |
| YTD | +87.5% | +18.5% | +69.0% | +59.5% |
| 1Y | +175.2% | +27.9% | +147.3% | +117.7% |
| 3Y | +901.9% | +92.4% | +809.5% | +425.0% |
| 5Y | +843.5% | +97.2% | +746.3% | +382.9% |
| 10Y | +1,077.0% | +163.0% | +914.0% | +352.8% |
| All | +1,774.6% | +256.4% | +1,518.3% | +473.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling