+19.6%
TMO vs EFX
-12.2%
+31.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.6% | -4.5% | +3.9% | +0.8% |
| 30D | +1.1% | -6.1% | +7.2% | +3.0% |
| 3M | +28.3% | +6.2% | +22.1% | +24.8% |
| 6M | +23.3% | -11.2% | +34.5% | +26.8% |
| YTD | +5.5% | -21.4% | +26.9% | +12.4% |
| 1Y | +24.5% | -34.3% | +58.9% | +41.2% |
| 3Y | +19.6% | -12.5% | +32.1% | +12.9% |
| All | +19.6% | -12.2% | +31.8% | +12.9% |
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