+52.7%
EFA vs TNA
-23.3%
+76.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.5% | -7.3% | +5.7% | -0.1% |
| 30D | -1.7% | -14.2% | +12.5% | +1.1% |
| 3M | +3.5% | -4.6% | +8.1% | +4.1% |
| 6M | +9.5% | +36.9% | -27.5% | +2.4% |
| YTD | +12.9% | +42.5% | -29.7% | +4.3% |
| 1Y | +18.2% | +45.8% | -27.6% | +7.9% |
| 3Y | +64.8% | +104.7% | -39.8% | +30.7% |
| All | +52.7% | -23.3% | +76.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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