+22.6%
EFA vs TE
+132.3%
-109.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.6% | -4.0% | +4.6% | +0.7% |
| 30D | +0.9% | -15.9% | +16.8% | +1.4% |
| 3M | +4.9% | -60.5% | +65.4% | +7.4% |
| 6M | +8.6% | -35.2% | +43.8% | +9.4% |
| YTD | +14.6% | -31.1% | +45.8% | +15.2% |
| 1Y | +22.6% | +148.6% | -126.0% | +23.1% |
| All | +22.6% | +132.3% | -109.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling