+378.4%
EFA vs TNA
+913.2%
-534.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.2% |
| 7D | -2.4% | -7.6% | +5.2% | -0.6% |
| 30D | -2.2% | -13.6% | +11.4% | +1.0% |
| 3M | +5.7% | +2.8% | +2.8% | +4.6% |
| 6M | +8.2% | +34.5% | -26.3% | -0.1% |
| YTD | +11.8% | +41.0% | -29.3% | +1.5% |
| 1Y | +18.3% | +52.0% | -33.7% | +4.4% |
| 3Y | +64.9% | +103.5% | -38.5% | +23.9% |
| 5Y | +52.4% | -22.5% | +74.9% | +30.0% |
| 10Y | +142.4% | +81.9% | +60.5% | +27.2% |
| All | +378.4% | +913.2% | -534.7% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling