+9.1%
TE vs EFX
+4.8%
+4.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | -19.1% | -0.8% | -18.3% | -19.0% |
| 30D | -34.1% | +25.1% | -59.3% | -36.8% |
| 3M | -60.1% | +1.7% | -61.8% | -60.3% |
| 6M | -66.0% | +18.4% | -84.3% | -68.0% |
| YTD | -71.4% | -12.5% | -58.9% | -70.6% |
| 1Y | -45.3% | -8.1% | -37.2% | -45.4% |
| 3Y | +9.1% | +4.8% | +4.4% | +9.0% |
| All | +9.1% | +4.8% | +4.3% | +9.0% |
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 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