+387.6%
EFA vs TGT
+654.0%
-266.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.1% |
| 7D | -0.5% | -3.6% | +3.1% | +0.6% |
| 30D | -1.3% | +4.4% | -5.8% | -2.8% |
| 3M | +5.2% | +25.4% | -20.2% | -2.4% |
| 6M | +9.4% | +33.4% | -24.0% | -0.7% |
| YTD | +12.7% | +65.6% | -52.9% | -4.7% |
| 1Y | +19.3% | +80.3% | -61.0% | -2.1% |
| 3Y | +66.3% | +42.1% | +24.2% | +40.0% |
| 5Y | +53.4% | -25.0% | +78.4% | +53.3% |
| 10Y | +144.4% | +208.2% | -63.8% | +36.8% |
| All | +387.6% | +654.0% | -266.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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