-9.4%
EFX vs TLN
+716.6%
-726.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | 0.0% |
| 7D | -2.0% | +15.9% | -17.9% | -2.4% |
| 30D | +27.9% | -0.3% | +28.2% | +28.0% |
| 3M | +3.8% | +5.8% | -2.0% | +3.5% |
| 6M | +13.0% | -1.2% | +14.2% | +12.6% |
| YTD | -12.4% | +1.0% | -13.4% | -13.3% |
| 1Y | -10.4% | +1.1% | -11.5% | -11.5% |
| 3Y | +4.4% | +591.7% | -587.3% | -17.2% |
| All | -9.4% | +716.6% | -726.1% | -30.5% |
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