+88.5%
EFA vs TE
-48.3%
+136.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -1.0% |
| 7D | +1.2% | +18.2% | -17.0% | +0.3% |
| 30D | -0.7% | -13.5% | +12.8% | -0.2% |
| 3M | +6.4% | -44.6% | +51.0% | +8.6% |
| 6M | +11.4% | -24.7% | +36.1% | +11.0% |
| YTD | +14.0% | -24.3% | +38.2% | +12.9% |
| 1Y | +20.2% | +155.6% | -135.3% | +10.1% |
| 3Y | +68.2% | -18.3% | +86.5% | +59.8% |
| 5Y | +54.8% | -41.3% | +96.1% | +47.7% |
| All | +88.5% | -48.3% | +136.8% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling