-6.7%
EFX vs TRI
-22.4%
+15.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.0% | -0.7% |
| 7D | +9.2% | +1.0% | +8.2% | +8.4% |
| 30D | +34.8% | +20.8% | +14.0% | +23.3% |
| 3M | +8.8% | +8.1% | +0.7% | +4.1% |
| 6M | +12.3% | +24.2% | -11.9% | -0.4% |
| YTD | -10.6% | -7.8% | -2.8% | -5.0% |
| 1Y | -6.7% | -16.7% | +9.9% | +3.6% |
| All | -6.7% | -22.4% | +15.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling