+146.5%
EFA vs TPR
+364.3%
-217.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +1.4% | +15.1% | -13.7% | -1.7% |
| 3M | -4.2% | +3.5% | -7.7% | -5.2% |
| 6M | +1.9% | +0.4% | +1.5% | +0.8% |
| YTD | +10.2% | +4.6% | +5.6% | +7.5% |
| 1Y | +12.8% | +33.1% | -20.3% | +4.4% |
| 3Y | +65.2% | +396.0% | -330.8% | +10.9% |
| 5Y | +49.8% | +230.3% | -180.4% | +6.9% |
| All | +146.5% | +364.3% | -217.8% | +46.6% |
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