+2,624.8%
TFC vs EFX
+6,825.8%
-4,201.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.2% | -2.0% | +0.8% | -0.5% |
| 30D | +7.8% | +27.9% | -20.1% | -2.2% |
| 3M | -3.0% | +3.8% | -6.8% | -5.2% |
| 6M | +5.8% | +13.0% | -7.2% | -0.9% |
| YTD | +5.3% | -12.4% | +17.7% | +7.2% |
| 1Y | +15.7% | -10.4% | +26.1% | +16.7% |
| 3Y | +94.8% | +4.4% | +90.4% | +80.1% |
| 5Y | 0.0% | -28.9% | +28.9% | +5.1% |
| 10Y | +79.0% | +81.7% | -2.7% | +27.3% |
| All | +2,624.8% | +6,825.8% | -4,201.0% | +911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling