+12,772.9%
TDG vs EFX
+437.2%
+12,335.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.7% | -11.1% | +8.5% | +2.9% |
| 30D | -9.3% | -7.4% | -1.9% | -6.2% |
| 3M | -7.1% | +1.5% | -8.5% | -9.4% |
| 6M | -11.2% | -13.7% | +2.5% | -6.7% |
| YTD | -15.3% | -21.9% | +6.6% | -7.2% |
| 1Y | -12.5% | -30.8% | +18.3% | +1.2% |
| 3Y | +51.2% | -12.4% | +63.6% | +45.7% |
| 5Y | +126.1% | -35.9% | +162.1% | +148.8% |
| 10Y | +536.2% | +41.0% | +495.2% | +316.3% |
| All | +12,772.9% | +437.2% | +12,335.7% | +2,885.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling