+858.0%
TTMI vs EFX
-12.7%
+870.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +6.0% | -11.1% | +17.2% | +6.2% |
| 30D | -6.4% | -7.4% | +1.0% | -6.5% |
| 3M | -28.9% | +1.5% | -30.4% | -30.2% |
| 6M | +26.9% | -13.7% | +40.6% | +29.1% |
| YTD | +77.3% | -21.9% | +99.2% | +84.7% |
| 1Y | +147.5% | -30.8% | +178.3% | +168.3% |
| All | +858.0% | -12.7% | +870.7% | +761.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling