+13.6%
TPR vs EFX
-30.2%
+43.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -3.2% |
| 7D | -3.4% | -7.8% | +4.5% | -2.0% |
| 30D | -27.3% | -5.7% | -21.6% | -26.6% |
| 3M | -16.2% | +2.5% | -18.8% | -17.2% |
| 6M | -17.9% | -16.7% | -1.2% | -14.4% |
| YTD | -7.1% | -20.2% | +13.1% | -4.5% |
| 1Y | +13.6% | -31.4% | +45.0% | +17.8% |
| All | +13.6% | -30.2% | +43.8% | +17.8% |
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