-14.9%
EFX vs TLN
+583.6%
-598.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.1% | -6.6% |
| 7D | -8.6% | +7.1% | -15.7% | -9.0% |
| 30D | +0.1% | -3.9% | +4.0% | +0.2% |
| 3M | +3.8% | -16.2% | +20.0% | +4.5% |
| 6M | -13.5% | -5.8% | -7.7% | -14.2% |
| YTD | -17.7% | -15.4% | -2.2% | -17.8% |
| 1Y | -25.6% | -16.7% | -8.9% | -25.9% |
| 3Y | -12.1% | +473.8% | -485.8% | -29.0% |
| All | -14.9% | +583.6% | -598.5% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling