+537.0%
TDG vs EFX
+42.6%
+494.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.9% | -4.5% | +2.7% | 0.0% |
| 30D | -7.7% | -6.1% | -1.6% | -5.7% |
| 3M | -9.3% | +6.2% | -15.5% | -12.7% |
| 6M | -9.4% | -11.2% | +1.8% | -6.5% |
| YTD | -14.3% | -21.4% | +7.2% | -7.5% |
| 1Y | -11.8% | -34.3% | +22.5% | +2.2% |
| 3Y | +52.0% | -12.5% | +64.5% | +47.7% |
| 5Y | +128.8% | -35.6% | +164.4% | +147.9% |
| All | +537.0% | +42.6% | +494.4% | +360.0% |
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