+2,700.2%
TFC vs EFX
+6,408.3%
-3,708.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.4% | +2.5% |
| 7D | +2.4% | -8.6% | +11.1% | +5.8% |
| 30D | -1.3% | +0.1% | -1.4% | -1.7% |
| 3M | +6.1% | +3.8% | +2.2% | +3.3% |
| 6M | +7.3% | -13.5% | +20.9% | +11.4% |
| YTD | +8.2% | -17.7% | +25.9% | +13.4% |
| 1Y | +14.4% | -25.6% | +40.0% | +24.0% |
| 3Y | +93.7% | -12.1% | +105.8% | +92.1% |
| 5Y | +16.4% | -33.8% | +50.2% | +26.1% |
| 10Y | +101.6% | +45.1% | +56.4% | +56.2% |
| All | +2,700.2% | +6,408.3% | -3,708.1% | +970.0% |
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 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