+1,757.1%
TSM vs EFX
+41.8%
+1,715.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.6% | -11.1% | +13.8% | +6.2% |
| 30D | +1.4% | -7.4% | +8.8% | +3.4% |
| 3M | +5.0% | +1.5% | +3.5% | +2.5% |
| 6M | +24.0% | -13.7% | +37.7% | +27.2% |
| YTD | +41.6% | -21.9% | +63.4% | +49.1% |
| 1Y | +66.2% | -30.8% | +97.0% | +81.9% |
| 3Y | +398.2% | -12.4% | +410.6% | +387.5% |
| 5Y | +277.6% | -35.9% | +313.5% | +301.0% |
| All | +1,757.1% | +41.8% | +1,715.4% | +1,416.8% |
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 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