-10.5%
EFX vs TAP
-31.5%
+21.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -1.8% |
| 7D | -7.8% | -2.3% | -5.5% | -7.2% |
| 30D | -5.7% | -9.4% | +3.7% | -2.9% |
| 3M | +2.5% | -0.8% | +3.3% | +3.2% |
| 6M | -16.7% | -14.7% | -1.9% | -13.5% |
| YTD | -20.2% | -13.9% | -6.2% | -17.9% |
| 1Y | -31.4% | -18.6% | -12.8% | -28.5% |
| 3Y | -10.5% | -32.0% | +21.5% | -4.4% |
| All | -10.5% | -31.5% | +21.0% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling