+209.4%
IEFA vs TCOM
+295.8%
-86.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.7% |
| 7D | -2.4% | -6.5% | +4.1% | -1.5% |
| 30D | -2.1% | -16.2% | +14.1% | +0.3% |
| 3M | +5.5% | -19.3% | +24.9% | +8.5% |
| 6M | +8.1% | -27.2% | +35.4% | +12.7% |
| YTD | +11.9% | -46.2% | +58.1% | +21.3% |
| 1Y | +18.1% | -46.6% | +64.7% | +28.0% |
| 3Y | +65.5% | +8.4% | +57.1% | +57.8% |
| 5Y | +50.1% | +25.8% | +24.2% | +34.1% |
| 10Y | +144.2% | -11.9% | +156.1% | +117.7% |
| All | +209.4% | +295.8% | -86.4% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling