+75.7%
TFC vs EFX
+80.5%
-4.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +2.3% | -0.8% | +3.0% | +2.6% |
| 30D | +10.8% | +25.1% | -14.3% | +0.9% |
| 3M | -3.8% | +1.7% | -5.4% | -5.3% |
| 6M | +9.6% | +18.4% | -8.8% | +0.2% |
| YTD | +5.8% | -12.5% | +18.3% | +8.2% |
| 1Y | +16.2% | -8.1% | +24.3% | +16.2% |
| 3Y | +96.0% | +4.8% | +91.2% | +76.9% |
| 5Y | +1.7% | -30.1% | +31.8% | +7.2% |
| All | +75.7% | +80.5% | -4.8% | +23.5% |
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