+86.7%
EFA vs TE
-52.9%
+139.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -1.7% | -5.9% | +4.3% | -1.5% |
| 3M | +3.5% | -45.6% | +49.1% | +5.8% |
| 6M | +9.5% | -43.4% | +52.8% | +10.6% |
| YTD | +12.9% | -31.0% | +43.9% | +12.3% |
| 1Y | +18.2% | +145.2% | -127.0% | +8.4% |
| 3Y | +64.8% | -24.1% | +88.9% | +57.0% |
| 5Y | +53.9% | -48.1% | +102.0% | +47.6% |
| All | +86.7% | -52.9% | +139.5% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling