-53.1%
TE vs EFX
+20.4%
-73.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +0.2% | -4.5% | +4.8% | +1.6% |
| 30D | -5.9% | -6.1% | +0.2% | -4.5% |
| 3M | -45.6% | +6.2% | -51.8% | -48.4% |
| 6M | -43.4% | -11.2% | -32.2% | -42.8% |
| YTD | -31.0% | -21.4% | -9.6% | -28.0% |
| 1Y | +145.2% | -34.3% | +179.5% | +175.5% |
| 3Y | -24.1% | -12.5% | -11.5% | -25.8% |
| 5Y | -48.1% | -35.6% | -12.6% | -47.0% |
| All | -53.1% | +20.4% | -73.4% | -52.4% |
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