+645.1%
EFX vs TRI
+507.2%
+137.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | -9.4% | -8.4% | -1.0% | -5.3% |
| 30D | -6.9% | -6.5% | -0.4% | -3.8% |
| 3M | +0.1% | +18.6% | -18.5% | -8.8% |
| 6M | -17.3% | -10.4% | -6.9% | -14.2% |
| YTD | -21.8% | -23.7% | +1.9% | -12.9% |
| 1Y | -32.5% | -42.5% | +9.9% | -13.4% |
| 3Y | -12.3% | -19.3% | +6.9% | -6.7% |
| 5Y | -36.6% | -9.7% | -27.0% | -36.1% |
| 10Y | +41.0% | +194.4% | -153.4% | -19.9% |
| All | +645.1% | +507.2% | +137.9% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling