+12,629.9%
TSM vs EFX
+1,180.5%
+11,449.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.1% | +0.3% | -2.3% | -2.3% |
| 30D | -12.5% | +29.1% | -41.7% | -22.9% |
| 3M | -5.0% | +4.3% | -9.3% | -8.8% |
| 6M | -3.2% | +7.7% | -10.9% | -10.4% |
| YTD | +31.5% | -12.5% | +44.0% | +31.3% |
| 1Y | +35.7% | -8.8% | +44.5% | +32.6% |
| 3Y | +323.5% | +4.3% | +319.1% | +272.7% |
| 5Y | +263.4% | -29.4% | +292.8% | +274.7% |
| 10Y | +1,598.5% | +78.1% | +1,520.4% | +905.6% |
| All | +12,629.9% | +1,180.5% | +11,449.4% | +2,070.4% |
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