-35.2%
EFX vs TAP
0.0%
-35.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +2.5% | -0.8% | +3.3% | +3.1% |
| 6M | -16.7% | -14.7% | -1.9% | -13.1% |
| YTD | -20.2% | -13.9% | -6.2% | -17.5% |
| 1Y | -31.4% | -18.6% | -12.8% | -28.1% |
| 3Y | -10.5% | -32.0% | +21.5% | -2.5% |
| 5Y | -35.2% | -1.0% | -34.2% | -36.7% |
| All | -35.2% | 0.0% | -35.2% | -36.7% |
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