+144.4%
EFA vs TPR
+299.5%
-155.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -0.5% | -7.3% | +6.8% | +1.1% |
| 30D | -1.3% | -30.7% | +29.4% | +6.1% |
| 3M | +5.2% | -21.6% | +26.8% | +10.0% |
| 6M | +9.4% | -21.3% | +30.7% | +13.9% |
| YTD | +12.7% | -10.2% | +22.9% | +13.8% |
| 1Y | +19.3% | +9.5% | +9.8% | +15.0% |
| 3Y | +66.3% | +280.8% | -214.5% | +18.3% |
| 5Y | +53.4% | +218.7% | -165.4% | +10.2% |
| 10Y | +144.4% | +306.7% | -162.2% | +46.9% |
| All | +144.4% | +299.5% | -155.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling