+54.8%
EFA vs TPR
+230.0%
-175.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.2% |
| 7D | +1.2% | -3.4% | +4.6% | +1.9% |
| 30D | -0.7% | -27.3% | +26.6% | +5.7% |
| 3M | +6.4% | -16.2% | +22.6% | +9.6% |
| 6M | +11.4% | -17.9% | +29.3% | +14.9% |
| YTD | +14.0% | -7.1% | +21.1% | +14.2% |
| 1Y | +20.2% | +13.6% | +6.6% | +14.8% |
| 3Y | +68.2% | +293.7% | -225.5% | +14.7% |
| 5Y | +54.8% | +239.1% | -184.3% | +6.0% |
| All | +54.8% | +230.0% | -175.1% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling