+77.9%
TEM vs EFX
-21.1%
+99.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -6.0% |
| 7D | -5.9% | -0.8% | -5.1% | -5.5% |
| 30D | +4.8% | +25.1% | -20.3% | -9.4% |
| 3M | +31.9% | +1.7% | +30.2% | +28.9% |
| 6M | +56.0% | +18.4% | +37.6% | +33.3% |
| YTD | +21.3% | -12.5% | +33.8% | +28.8% |
| 1Y | +5.4% | -8.1% | +13.5% | +6.7% |
| All | +77.9% | -21.1% | +99.0% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling