+215.7%
IEFA vs TAP
+26.3%
+189.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.4% |
| 7D | +1.2% | -2.3% | +3.5% | +1.7% |
| 30D | -0.6% | -9.4% | +8.8% | +1.7% |
| 3M | +6.2% | -0.8% | +7.0% | +6.0% |
| 6M | +11.2% | -14.7% | +25.9% | +14.9% |
| YTD | +14.2% | -13.9% | +28.1% | +17.3% |
| 1Y | +20.0% | -18.6% | +38.6% | +24.8% |
| 3Y | +68.8% | -32.0% | +100.8% | +81.4% |
| 5Y | +52.7% | -1.0% | +53.6% | +45.7% |
| 10Y | +144.2% | -51.4% | +195.6% | +163.5% |
| All | +215.7% | +26.3% | +189.3% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling