+220.3%
TTMI vs EFX
+1,483.2%
-1,262.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +11.4% | -0.8% | +12.2% | +11.8% |
| 30D | -28.3% | +25.1% | -53.4% | -38.5% |
| 3M | -46.7% | +1.7% | -48.3% | -49.9% |
| 6M | -56.1% | +18.4% | -74.5% | -64.0% |
| YTD | +7.4% | -12.5% | +19.9% | +0.8% |
| 1Y | +17.4% | -8.1% | +25.5% | +7.0% |
| 3Y | +429.1% | +4.8% | +424.4% | +315.6% |
| 5Y | +418.8% | -30.1% | +448.9% | +408.6% |
| 10Y | +411.2% | +81.5% | +329.8% | +127.0% |
| All | +220.3% | +1,483.2% | -1,262.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling