+172.6%
TTMI vs EFX
-25.2%
+197.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.4% | +15.2% | +5.2% |
| 7D | +5.9% | -8.6% | +14.5% | +0.9% |
| 30D | -4.3% | +0.1% | -4.4% | -3.5% |
| 3M | -32.0% | +3.8% | -35.9% | -28.3% |
| 6M | +19.5% | -13.5% | +33.0% | +23.5% |
| YTD | +82.0% | -17.7% | +99.7% | +91.0% |
| 1Y | +172.6% | -25.6% | +198.2% | +182.7% |
| All | +172.6% | -25.2% | +197.9% | +182.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling