+51.2%
EFA vs TE
-48.4%
+99.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | -0.5% |
| 7D | -2.4% | +0.9% | -3.2% | -2.4% |
| 30D | -2.2% | -16.3% | +14.0% | -1.5% |
| 3M | +5.7% | -40.8% | +46.4% | +7.6% |
| 6M | +8.2% | -42.6% | +50.8% | +9.2% |
| YTD | +11.8% | -31.4% | +43.2% | +11.2% |
| 1Y | +18.3% | +144.9% | -126.6% | +8.2% |
| 3Y | +64.9% | -26.0% | +90.9% | +58.9% |
| All | +51.2% | -48.4% | +99.6% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling