+8,398.6%
TPR vs EFX
+1,216.1%
+7,182.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.3% |
| 7D | +14.2% | +2.7% | +11.5% | +12.5% |
| 30D | +17.1% | +33.1% | -16.0% | -1.9% |
| 3M | -17.7% | +8.2% | -25.9% | -23.0% |
| 6M | -10.2% | +10.2% | -20.3% | -18.5% |
| YTD | +4.9% | -11.8% | +16.7% | +6.8% |
| 1Y | +36.1% | -6.1% | +42.2% | +33.1% |
| 3Y | +416.5% | +7.5% | +409.0% | +330.4% |
| 5Y | +254.8% | -30.7% | +285.5% | +277.9% |
| 10Y | +391.7% | +68.7% | +323.0% | +163.4% |
| All | +8,398.6% | +1,216.1% | +7,182.5% | +850.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling