+306.7%
TPR vs EFX
+38.5%
+268.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -7.3% | -9.4% | +2.1% | -3.2% |
| 30D | -30.7% | -6.9% | -23.8% | -28.8% |
| 3M | -21.6% | +0.1% | -21.7% | -22.9% |
| 6M | -21.3% | -17.3% | -4.0% | -16.0% |
| YTD | -10.2% | -21.8% | +11.7% | -2.4% |
| 1Y | +9.5% | -32.5% | +42.0% | +27.2% |
| 3Y | +280.8% | -12.3% | +293.1% | +265.5% |
| 5Y | +218.7% | -36.6% | +255.3% | +254.7% |
| 10Y | +306.7% | +41.0% | +265.6% | +181.3% |
| All | +306.7% | +38.5% | +268.1% | +181.3% |
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 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