+12.9%
IEFA vs TAP
-7.2%
+20.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | +0.1% |
| 7D | +2.2% | +1.3% | +0.9% | +2.2% |
| 30D | +1.1% | +5.7% | -4.7% | +1.2% |
| 3M | -4.3% | -1.9% | -2.4% | -4.1% |
| 6M | +1.4% | +0.9% | +0.4% | +1.6% |
| YTD | +10.1% | -9.5% | +19.6% | +10.2% |
| 1Y | +12.9% | -9.0% | +21.9% | +12.9% |
| All | +12.9% | -7.2% | +20.1% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling