+16.9%
TPR vs EFX
-25.2%
+42.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +0.7% |
| 7D | -2.7% | -8.6% | +6.0% | -1.2% |
| 30D | -23.3% | +0.1% | -23.4% | -23.5% |
| 3M | -12.8% | +3.8% | -16.6% | -13.9% |
| 6M | -21.7% | -13.5% | -8.2% | -19.1% |
| YTD | -3.9% | -17.7% | +13.8% | -2.0% |
| 1Y | +16.9% | -25.6% | +42.5% | +19.3% |
| All | +16.9% | -25.2% | +42.1% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling