-25.1%
TGT vs EFX
-36.2%
+11.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -5.2% | -4.5% | -0.7% | -3.8% |
| 30D | +1.2% | -6.1% | +7.3% | +3.1% |
| 3M | +18.4% | +6.2% | +12.2% | +15.4% |
| 6M | +33.4% | -11.2% | +44.7% | +37.2% |
| YTD | +63.8% | -21.4% | +85.2% | +74.1% |
| 1Y | +77.2% | -34.3% | +111.5% | +101.3% |
| 3Y | +41.8% | -12.5% | +54.3% | +34.7% |
| All | -25.1% | -36.2% | +11.1% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling