+41.7%
TGT vs EFX
-12.7%
+54.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.0% | -11.1% | +6.1% | -2.7% |
| 30D | +3.0% | -7.4% | +10.4% | +4.6% |
| 3M | +22.6% | +1.5% | +21.1% | +21.9% |
| 6M | +31.2% | -13.7% | +44.9% | +34.6% |
| YTD | +63.7% | -21.9% | +85.6% | +71.0% |
| 1Y | +78.5% | -30.8% | +109.3% | +91.9% |
| All | +41.7% | -12.7% | +54.4% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling