+65.2%
IEFA vs TAP
-33.0%
+98.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.0% |
| 7D | -0.5% | -5.1% | +4.6% | 0.0% |
| 30D | -1.1% | -8.4% | +7.3% | -0.3% |
| 3M | +5.1% | -3.9% | +9.0% | +5.3% |
| 6M | +9.3% | -14.4% | +23.7% | +11.0% |
| YTD | +13.0% | -14.7% | +27.7% | +14.4% |
| 1Y | +19.2% | -18.7% | +37.8% | +21.5% |
| All | +65.2% | -33.0% | +98.3% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling