+383.3%
TPR vs EFX
+69.3%
+314.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +12.1% | +0.3% | +11.8% | +12.0% |
| 30D | +16.7% | +29.1% | -12.4% | +3.3% |
| 3M | -17.4% | +4.3% | -21.7% | -20.0% |
| 6M | +2.3% | +7.7% | -5.5% | -3.7% |
| YTD | +7.1% | -12.5% | +19.6% | +9.8% |
| 1Y | +29.5% | -8.8% | +38.3% | +29.9% |
| 3Y | +415.0% | +4.3% | +410.7% | +351.7% |
| 5Y | +261.5% | -29.4% | +290.8% | +281.8% |
| 10Y | +383.3% | +78.1% | +305.2% | +199.5% |
| All | +383.3% | +69.3% | +314.0% | +199.5% |
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 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