+357.0%
TPR vs EFX
+79.2%
+277.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -1.1% | -3.6% | +2.5% | +0.5% |
| 30D | +15.1% | +25.3% | -10.2% | +3.3% |
| 3M | -13.4% | +3.8% | -17.2% | -16.0% |
| 6M | +1.4% | +12.7% | -11.4% | -6.6% |
| YTD | +4.8% | -13.1% | +17.9% | +7.8% |
| 1Y | +29.2% | -9.3% | +38.5% | +30.0% |
| 3Y | +403.7% | +3.5% | +400.2% | +343.3% |
| 5Y | +230.8% | -30.6% | +261.5% | +252.8% |
| All | +357.0% | +79.2% | +277.8% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling