+6,175.2%
TGT vs EFX
+6,208.7%
-33.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | -0.6% | -7.8% | +7.2% | +2.0% |
| 30D | +9.5% | -5.7% | +15.2% | +11.5% |
| 3M | +32.3% | +2.5% | +29.7% | +30.3% |
| 6M | +37.0% | -16.7% | +53.7% | +43.6% |
| YTD | +71.0% | -20.2% | +91.2% | +80.1% |
| 1Y | +85.0% | -31.4% | +116.4% | +104.4% |
| 3Y | +46.8% | -10.5% | +57.3% | +43.7% |
| 5Y | -22.7% | -35.2% | +12.5% | -16.8% |
| 10Y | +216.3% | +40.2% | +176.1% | +147.1% |
| All | +6,175.2% | +6,208.7% | -33.4% | +1,510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling