+41.0%
EFX vs TAP
-51.4%
+92.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.8% |
| 7D | -9.4% | -5.1% | -4.3% | -7.9% |
| 30D | -6.9% | -8.4% | +1.6% | -4.2% |
| 3M | +0.1% | -3.9% | +4.0% | +1.7% |
| 6M | -17.3% | -14.4% | -2.9% | -13.3% |
| YTD | -21.8% | -14.7% | -7.1% | -18.4% |
| 1Y | -32.5% | -18.7% | -13.9% | -28.7% |
| 3Y | -12.3% | -32.6% | +20.3% | -3.1% |
| 5Y | -36.6% | -1.4% | -35.2% | -39.2% |
| 10Y | +41.0% | -50.4% | +91.4% | +58.9% |
| All | +41.0% | -51.4% | +92.4% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling