+6,459.5%
EFX vs TAP
+825.0%
+5,634.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -8.6% | -2.3% | -6.3% | -8.2% |
| 30D | +0.1% | -2.1% | +2.3% | +0.6% |
| 3M | +3.8% | +6.6% | -2.8% | +2.7% |
| 6M | -13.5% | -11.5% | -2.0% | -11.3% |
| YTD | -17.7% | -10.3% | -7.4% | -16.0% |
| 1Y | -25.6% | -14.4% | -11.2% | -23.5% |
| 3Y | -12.1% | -28.3% | +16.2% | -7.1% |
| 5Y | -33.8% | +1.7% | -35.5% | -35.4% |
| 10Y | +45.1% | -49.2% | +94.4% | +56.4% |
| All | +6,459.5% | +825.0% | +5,634.5% | +4,203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling