+1,124.0%
TTMI vs EFX
+42.6%
+1,081.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | +0.7% | -4.5% | +5.2% | +1.9% |
| 30D | -8.4% | -6.1% | -2.4% | -7.5% |
| 3M | -32.5% | +6.2% | -38.7% | -35.9% |
| 6M | +32.5% | -11.2% | +43.7% | +32.4% |
| YTD | +83.2% | -21.4% | +104.7% | +89.1% |
| 1Y | +161.7% | -34.3% | +196.0% | +189.1% |
| 3Y | +890.1% | -12.5% | +902.6% | +841.2% |
| 5Y | +832.4% | -35.6% | +868.0% | +871.3% |
| All | +1,124.0% | +42.6% | +1,081.4% | +802.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling