+144.6%
IEFA vs TAP
-49.9%
+194.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -1.6% | -3.9% | +2.3% | -0.7% |
| 30D | -1.5% | -5.3% | +3.8% | -0.4% |
| 3M | +3.4% | -3.8% | +7.2% | +3.9% |
| 6M | +9.5% | -11.4% | +20.9% | +12.0% |
| YTD | +13.0% | -13.7% | +26.8% | +16.0% |
| 1Y | +18.0% | -17.2% | +35.2% | +22.0% |
| 3Y | +65.4% | -33.1% | +98.4% | +78.2% |
| 5Y | +51.6% | +0.8% | +50.8% | +43.8% |
| All | +144.6% | -49.9% | +194.5% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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