+14.5%
TFC vs EFX
-36.4%
+50.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | -1.3% | -9.4% | +8.1% | +2.2% |
| 30D | -2.3% | -6.9% | +4.5% | -0.1% |
| 3M | +2.5% | +0.1% | +2.3% | +1.2% |
| 6M | +9.5% | -17.3% | +26.8% | +15.8% |
| YTD | +5.1% | -21.8% | +26.9% | +12.7% |
| 1Y | +15.5% | -32.5% | +48.0% | +31.3% |
| 3Y | +95.2% | -12.3% | +107.5% | +88.6% |
| 5Y | +14.5% | -36.6% | +51.1% | +21.3% |
| All | +14.5% | -36.4% | +50.9% | +21.3% |
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