-19.1%
TE vs EFX
-12.7%
-6.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | +15.0% | -9.4% | +24.4% | +17.4% |
| 30D | -7.5% | -6.9% | -0.6% | -6.3% |
| 3M | -42.0% | +0.1% | -42.1% | -43.6% |
| 6M | -31.4% | -17.3% | -14.1% | -28.8% |
| YTD | -26.5% | -21.8% | -4.7% | -22.7% |
| 1Y | +153.1% | -32.5% | +185.6% | +186.1% |
| All | -19.1% | -12.7% | -6.4% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling