+146.3%
EFA vs TPR
+378.8%
-232.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -1.0% | +6.4% | -7.4% | -2.4% |
| 30D | +1.6% | +13.8% | -12.2% | -1.3% |
| 3M | -3.2% | -16.6% | +13.5% | -0.1% |
| 6M | +2.5% | +0.7% | +1.8% | +1.3% |
| YTD | +10.7% | +5.3% | +5.4% | +7.9% |
| 1Y | +12.8% | +32.4% | -19.6% | +4.5% |
| 3Y | +66.4% | +406.4% | -340.0% | +11.2% |
| 5Y | +51.4% | +227.9% | -176.6% | +8.1% |
| 10Y | +146.3% | +371.7% | -225.4% | +45.6% |
| All | +146.3% | +378.8% | -232.5% | +45.6% |
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