-53.1%
TEAM vs EFX
-36.4%
-16.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +2.3% |
| 7D | -4.7% | -9.4% | +4.7% | +2.7% |
| 30D | +17.0% | -6.9% | +23.9% | +23.6% |
| 3M | +85.9% | +0.1% | +85.8% | +88.3% |
| 6M | +116.7% | -17.3% | +134.0% | +150.9% |
| YTD | +9.6% | -21.8% | +31.5% | +30.5% |
| 1Y | -2.5% | -32.5% | +30.0% | +28.0% |
| 3Y | -14.0% | -12.3% | -1.6% | -19.0% |
| 5Y | -53.1% | -36.6% | -16.5% | -39.7% |
| All | -53.1% | -36.4% | -16.7% | -39.7% |
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