+419.8%
TXN vs EFX
+42.6%
+377.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | -4.5% | +8.5% | +5.6% |
| 30D | -2.9% | -6.1% | +3.2% | -1.3% |
| 3M | -9.1% | +6.2% | -15.3% | -12.7% |
| 6M | +36.6% | -11.2% | +47.8% | +38.9% |
| YTD | +57.5% | -21.4% | +78.9% | +65.9% |
| 1Y | +49.5% | -34.3% | +83.8% | +69.1% |
| 3Y | +76.5% | -12.5% | +89.1% | +70.7% |
| 5Y | +62.4% | -35.6% | +98.0% | +74.3% |
| All | +419.8% | +42.6% | +377.2% | +287.2% |
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