+203.6%
TGT vs EFX
+42.6%
+161.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -5.2% | -4.5% | -0.7% | -3.9% |
| 30D | +1.2% | -6.1% | +7.3% | +2.9% |
| 3M | +18.4% | +6.2% | +12.2% | +15.8% |
| 6M | +33.4% | -11.2% | +44.7% | +36.7% |
| YTD | +63.8% | -21.4% | +85.2% | +72.6% |
| 1Y | +77.2% | -34.3% | +111.5% | +97.2% |
| 3Y | +41.8% | -12.5% | +54.3% | +39.5% |
| 5Y | -25.5% | -35.6% | +10.0% | -22.0% |
| All | +203.6% | +42.6% | +161.0% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling