-30.7%
EFX vs TAP
+0.6%
-31.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.4% |
| 7D | -0.8% | +1.3% | -2.0% | -1.2% |
| 30D | +25.1% | +5.7% | +19.4% | +23.0% |
| 3M | +1.7% | -1.9% | +3.6% | +2.2% |
| 6M | +18.4% | +0.9% | +17.4% | +18.2% |
| YTD | -12.5% | -9.5% | -3.0% | -10.9% |
| 1Y | -8.1% | -9.0% | +0.9% | -6.6% |
| 3Y | +4.8% | -22.2% | +27.0% | +10.1% |
| All | -30.7% | +0.6% | -31.3% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling