+417.0%
TTMI vs EFX
-30.1%
+447.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | +11.4% | -0.8% | +12.2% | +11.5% |
| 30D | -28.3% | +25.1% | -53.4% | -31.9% |
| 3M | -46.7% | +1.7% | -48.3% | -47.4% |
| 6M | -56.1% | +18.4% | -74.5% | -59.7% |
| YTD | +7.4% | -12.5% | +19.9% | +8.5% |
| 1Y | +17.4% | -8.1% | +25.5% | +16.0% |
| 3Y | +429.1% | +4.8% | +424.4% | +356.4% |
| All | +417.0% | -30.1% | +447.1% | +400.8% |
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