-19.2%
EFX vs TLN
+589.3%
-608.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.0% |
| 7D | -9.4% | +5.8% | -15.2% | -9.7% |
| 30D | -6.9% | -6.9% | 0.0% | -6.6% |
| 3M | +0.1% | -10.9% | +11.0% | +0.2% |
| 6M | -17.3% | -4.6% | -12.7% | -18.0% |
| YTD | -21.8% | -14.7% | -7.1% | -22.0% |
| 1Y | -32.5% | -17.9% | -14.6% | -32.7% |
| 3Y | -12.3% | +483.9% | -496.2% | -29.4% |
| All | -19.2% | +589.3% | -608.5% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling