+443.1%
TTMI vs EFX
+1,390.0%
-946.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.4% | +15.2% | +12.2% |
| 7D | +5.9% | -8.6% | +14.5% | +10.6% |
| 30D | -4.3% | +0.1% | -4.4% | -5.7% |
| 3M | -32.0% | +3.8% | -35.9% | -37.3% |
| 6M | +19.5% | -13.5% | +33.0% | +20.2% |
| YTD | +82.0% | -17.7% | +99.7% | +83.8% |
| 1Y | +172.6% | -25.6% | +198.2% | +188.8% |
| 3Y | +744.7% | -12.1% | +756.7% | +666.1% |
| 5Y | +805.6% | -33.8% | +839.4% | +843.5% |
| 10Y | +1,057.6% | +45.1% | +1,012.5% | +517.8% |
| All | +443.1% | +1,390.0% | -946.9% | -42.9% |
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