+84.6%
TGT vs EFX
-25.2%
+109.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.6% | +1.0% |
| 7D | +0.8% | -8.6% | +9.4% | +1.9% |
| 30D | +12.2% | +0.1% | +12.1% | +12.2% |
| 3M | +33.8% | +3.8% | +29.9% | +33.0% |
| 6M | +39.3% | -13.5% | +52.8% | +40.9% |
| YTD | +72.9% | -17.7% | +90.5% | +75.9% |
| 1Y | +84.6% | -25.6% | +110.1% | +88.6% |
| All | +84.6% | -25.2% | +109.8% | +88.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling