+47.7%
EFA vs TEM
+60.7%
-13.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +1.2% | +3.2% | -2.1% | +1.0% |
| 30D | -0.7% | +23.5% | -24.2% | -2.1% |
| 3M | +6.4% | +32.3% | -25.9% | +4.2% |
| 6M | +11.4% | +23.0% | -11.6% | +9.2% |
| YTD | +14.0% | +8.9% | +5.1% | +12.3% |
| 1Y | +20.2% | -19.9% | +40.1% | +19.9% |
| All | +47.7% | +60.7% | -13.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling