+829.0%
TTMI vs EFX
-36.2%
+865.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | +0.7% | -4.5% | +5.2% | +1.6% |
| 30D | -8.4% | -6.1% | -2.4% | -7.8% |
| 3M | -32.5% | +6.2% | -38.7% | -35.7% |
| 6M | +32.5% | -11.2% | +43.7% | +33.0% |
| YTD | +83.2% | -21.4% | +104.7% | +90.4% |
| 1Y | +161.7% | -34.3% | +196.0% | +193.3% |
| 3Y | +890.1% | -12.5% | +902.6% | +819.3% |
| All | +829.0% | -36.2% | +865.2% | +820.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling