-13.0%
EFX vs TECH
+1.4%
-14.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -9.4% | -0.1% | -9.3% | -9.4% |
| 30D | -6.9% | +0.3% | -7.2% | -7.0% |
| 3M | +0.1% | +32.9% | -32.8% | -8.3% |
| 6M | -17.3% | +32.1% | -49.4% | -25.3% |
| YTD | -21.8% | +23.4% | -45.2% | -28.1% |
| 1Y | -32.5% | +34.1% | -66.6% | -40.4% |
| All | -13.0% | +1.4% | -14.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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