+12,919.2%
TSM vs EFX
+1,170.6%
+11,748.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +14.8% | -3.6% | +18.5% | +16.6% |
| 30D | -8.9% | +25.3% | -34.2% | -18.6% |
| 3M | -5.3% | +3.8% | -9.1% | -8.9% |
| 6M | +2.6% | +12.7% | -10.1% | -6.9% |
| YTD | +34.5% | -13.1% | +47.6% | +34.7% |
| 1Y | +41.0% | -9.3% | +50.3% | +38.2% |
| 3Y | +333.1% | +3.5% | +329.6% | +282.5% |
| 5Y | +270.1% | -30.6% | +300.7% | +284.8% |
| 10Y | +1,608.7% | +80.2% | +1,528.5% | +905.1% |
| All | +12,919.2% | +1,170.6% | +11,748.6% | +2,127.3% |
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