+70.3%
T vs EFX
+42.6%
+27.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +1.5% | -4.5% | +6.0% | +2.4% |
| 30D | +7.5% | -6.1% | +13.5% | +8.7% |
| 3M | +14.8% | +6.2% | +8.6% | +13.1% |
| 6M | -1.7% | -11.2% | +9.5% | -0.1% |
| YTD | +8.7% | -21.4% | +30.1% | +12.7% |
| 1Y | -7.5% | -34.3% | +26.9% | -0.4% |
| 3Y | +110.2% | -12.5% | +122.8% | +105.4% |
| 5Y | +71.6% | -35.6% | +107.2% | +77.2% |
| All | +70.3% | +42.6% | +27.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling