-12.5%
EFX vs TKO
+102.7%
-115.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -4.5% | +2.3% | -6.9% | -5.2% |
| 30D | -6.1% | -2.5% | -3.6% | -5.5% |
| 3M | +6.2% | -10.6% | +16.8% | +9.0% |
| 6M | -11.2% | -5.1% | -6.2% | -10.6% |
| YTD | -21.4% | -8.2% | -13.2% | -20.2% |
| 1Y | -34.3% | -4.4% | -29.9% | -34.2% |
| 3Y | -12.5% | +100.4% | -112.9% | -24.8% |
| All | -12.5% | +102.7% | -115.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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