+17.0%
IEFA vs TCOM
-39.6%
+56.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +2.3% |
| 7D | +1.9% | +10.7% | -8.8% | +1.2% |
| 30D | +1.4% | +10.1% | -8.7% | +0.8% |
| 3M | -1.4% | -8.9% | +7.5% | -0.8% |
| 6M | +6.3% | -19.2% | +25.5% | +8.5% |
| YTD | +11.9% | -40.6% | +52.5% | +14.5% |
| 1Y | +17.0% | -39.0% | +56.0% | +19.0% |
| All | +17.0% | -39.6% | +56.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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