-12.5%
EFX vs TDY
+46.9%
-59.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.1% |
| 7D | -4.5% | -1.1% | -3.4% | -4.2% |
| 30D | -6.1% | -12.0% | +6.0% | -1.8% |
| 3M | +6.2% | -3.2% | +9.4% | +6.6% |
| 6M | -11.2% | -7.9% | -3.3% | -9.3% |
| YTD | -21.4% | +18.2% | -39.6% | -30.5% |
| 1Y | -34.3% | +6.7% | -41.0% | -38.6% |
| 3Y | -12.5% | +47.5% | -60.1% | -35.2% |
| All | -12.5% | +46.9% | -59.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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