+256.1%
TPR vs EFX
-31.2%
+287.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.2% |
| 7D | +14.2% | +2.7% | +11.5% | +13.1% |
| 30D | +17.1% | +33.1% | -16.0% | +4.7% |
| 3M | -17.7% | +8.2% | -25.9% | -20.9% |
| 6M | -10.2% | +10.2% | -20.3% | -15.2% |
| YTD | +4.9% | -11.8% | +16.7% | +7.4% |
| 1Y | +36.1% | -6.1% | +42.2% | +35.5% |
| 3Y | +416.5% | +7.5% | +409.0% | +345.8% |
| All | +256.1% | -31.2% | +287.3% | +273.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling