+81.7%
EFX vs TAP
-47.8%
+129.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.0% | -8.0% | +6.0% | +0.7% |
| 30D | +27.9% | +4.1% | +23.8% | +26.4% |
| 3M | +3.8% | -4.4% | +8.2% | +5.4% |
| 6M | +13.0% | -1.9% | +14.9% | +13.9% |
| YTD | -12.4% | -12.1% | -0.3% | -9.4% |
| 1Y | -10.4% | -12.0% | +1.7% | -7.4% |
| 3Y | +4.4% | -25.0% | +29.5% | +11.8% |
| 5Y | -28.9% | -1.1% | -27.8% | -31.5% |
| 10Y | +81.7% | -47.6% | +129.4% | +90.2% |
| All | +81.7% | -47.8% | +129.6% | +90.2% |
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