-49.3%
TE vs EFX
-36.2%
-13.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +0.2% | -4.5% | +4.8% | +2.1% |
| 30D | -5.9% | -6.1% | +0.2% | -4.0% |
| 3M | -45.6% | +6.2% | -51.8% | -49.6% |
| 6M | -43.4% | -11.2% | -32.2% | -42.6% |
| YTD | -31.0% | -21.4% | -9.6% | -26.9% |
| 1Y | +145.2% | -34.3% | +179.5% | +189.5% |
| 3Y | -24.1% | -12.5% | -11.5% | -31.3% |
| All | -49.3% | -36.2% | -13.2% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling