+95.6%
TFC vs EFX
+42.6%
+53.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.1% |
| 7D | -2.4% | -4.5% | +2.1% | -0.6% |
| 30D | -3.4% | -6.1% | +2.7% | -1.3% |
| 3M | +0.4% | +6.2% | -5.8% | -3.2% |
| 6M | +12.7% | -11.2% | +23.9% | +16.1% |
| YTD | +5.6% | -21.4% | +27.0% | +13.3% |
| 1Y | +16.0% | -34.3% | +50.3% | +34.1% |
| 3Y | +94.0% | -12.5% | +106.5% | +90.1% |
| 5Y | +16.2% | -35.6% | +51.7% | +26.5% |
| All | +95.6% | +42.6% | +53.0% | +49.7% |
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 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