-48.5%
TE vs EFX
+22.2%
-70.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.1% | +13.1% | +11.0% |
| 7D | +18.2% | -7.8% | +26.1% | +21.1% |
| 30D | -13.5% | -5.7% | -7.8% | -12.2% |
| 3M | -44.6% | +2.5% | -47.1% | -46.7% |
| 6M | -24.7% | -16.7% | -8.0% | -22.1% |
| YTD | -24.3% | -20.2% | -4.1% | -21.3% |
| 1Y | +155.6% | -31.4% | +186.9% | +181.8% |
| 3Y | -18.3% | -10.5% | -7.8% | -20.8% |
| 5Y | -41.3% | -35.2% | -6.1% | -40.3% |
| All | -48.5% | +22.2% | -70.7% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling