+13,634.3%
TSM vs EFX
+1,104.4%
+12,529.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.2% | +5.7% |
| 7D | +2.7% | -8.6% | +11.4% | +6.7% |
| 30D | +3.6% | +0.1% | +3.5% | +2.9% |
| 3M | -3.4% | +3.8% | -7.2% | -7.4% |
| 6M | +20.6% | -13.5% | +34.1% | +24.5% |
| YTD | +41.9% | -17.7% | +59.5% | +48.0% |
| 1Y | +84.4% | -25.6% | +109.9% | +99.9% |
| 3Y | +380.2% | -12.1% | +392.3% | +364.3% |
| 5Y | +275.3% | -33.8% | +309.1% | +303.9% |
| 10Y | +1,751.4% | +45.1% | +1,706.2% | +1,135.1% |
| All | +13,634.3% | +1,104.4% | +12,529.9% | +2,346.4% |
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