+88.6%
TGT vs EFX
-7.5%
+96.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +5.3% |
| 7D | +9.5% | +9.2% | +0.3% | +8.1% |
| 30D | +6.6% | +34.8% | -28.2% | +2.5% |
| 3M | +11.0% | +8.8% | +2.1% | +9.7% |
| 6M | +29.9% | +12.3% | +17.6% | +27.9% |
| YTD | +71.4% | -10.6% | +82.1% | +71.5% |
| 1Y | +88.6% | -6.7% | +95.3% | +83.3% |
| All | +88.6% | -7.5% | +96.1% | +83.3% |
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 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