-10.5%
EFX vs TLN
+494.5%
-505.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.8% | -3.2% |
| 7D | -7.8% | +10.9% | -18.7% | -8.4% |
| 30D | -5.7% | -6.3% | +0.6% | -5.5% |
| 3M | +2.5% | -10.7% | +13.2% | +2.7% |
| 6M | -16.7% | +1.6% | -18.3% | -17.8% |
| YTD | -20.2% | -13.1% | -7.1% | -20.4% |
| 1Y | -31.4% | -15.1% | -16.3% | -31.7% |
| 3Y | -10.5% | +495.0% | -505.5% | -20.8% |
| All | -10.5% | +494.5% | -505.0% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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