+20,639.1%
TXN vs EFX
+6,078.9%
+14,560.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.8% |
| 7D | +2.7% | -9.4% | +12.0% | +6.1% |
| 30D | -6.7% | -6.9% | +0.2% | -4.8% |
| 3M | -8.9% | +0.1% | -9.0% | -10.7% |
| 6M | +34.7% | -17.3% | +52.0% | +40.2% |
| YTD | +53.3% | -21.8% | +75.1% | +61.0% |
| 1Y | +45.0% | -32.5% | +77.6% | +60.2% |
| 3Y | +73.1% | -12.3% | +85.5% | +69.0% |
| 5Y | +59.9% | -36.6% | +96.5% | +72.9% |
| 10Y | +415.7% | +41.0% | +374.6% | +297.2% |
| All | +20,639.1% | +6,078.9% | +14,560.2% | +5,224.4% |
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