-25.8%
TE vs EFX
-7.5%
-18.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -2.7% |
| 7D | +3.8% | +9.2% | -5.4% | +7.1% |
| 30D | -26.2% | +34.8% | -61.0% | -17.9% |
| 3M | -49.7% | +8.8% | -58.6% | -47.7% |
| 6M | -46.5% | +12.3% | -58.8% | -43.3% |
| YTD | -59.1% | -10.6% | -48.5% | -58.3% |
| 1Y | -25.8% | -6.7% | -19.1% | -22.0% |
| All | -25.8% | -7.5% | -18.3% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling