+52.2%
TEM vs EFX
-29.5%
+81.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -3.4% |
| 7D | -1.1% | -9.4% | +8.3% | +5.2% |
| 30D | +11.3% | -6.9% | +18.2% | +16.4% |
| 3M | +25.5% | +0.1% | +25.4% | +22.2% |
| 6M | +17.1% | -17.3% | +34.5% | +31.0% |
| YTD | +3.8% | -21.8% | +25.6% | +19.8% |
| 1Y | -24.4% | -32.5% | +8.2% | -0.6% |
| All | +52.2% | -29.5% | +81.8% | +68.0% |
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