+1,372.5%
EFX vs TKO
+1,395.0%
-22.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -11.1% | +0.1% | -11.2% | -11.2% |
| 30D | -7.4% | -2.6% | -4.8% | -7.0% |
| 3M | +1.5% | -7.8% | +9.3% | +2.6% |
| 6M | -13.7% | -7.0% | -6.7% | -13.0% |
| YTD | -21.9% | -8.5% | -13.3% | -21.1% |
| 1Y | -30.8% | -1.3% | -29.5% | -31.0% |
| 3Y | -12.4% | +105.0% | -117.3% | -23.3% |
| 5Y | -35.9% | +292.9% | -328.8% | -50.0% |
| 10Y | +41.0% | +979.3% | -938.4% | -11.0% |
| All | +1,372.5% | +1,395.0% | -22.4% | +600.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling