+240.4%
TPR vs EFX
-33.8%
+274.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +2.4% |
| 7D | -2.3% | -8.6% | +6.3% | +1.0% |
| 30D | -23.0% | +0.1% | -23.1% | -23.4% |
| 3M | -12.5% | +3.8% | -16.3% | -14.8% |
| 6M | -21.4% | -13.5% | -7.9% | -18.1% |
| YTD | -3.5% | -17.7% | +14.2% | +1.8% |
| 1Y | +17.4% | -25.6% | +42.9% | +28.6% |
| 3Y | +291.3% | -12.1% | +303.3% | +273.9% |
| All | +240.4% | -33.8% | +274.2% | +266.5% |
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 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