+65.4%
IEFA vs TD
+127.3%
-62.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -1.6% | -0.5% | -1.0% | -1.3% |
| 30D | -1.5% | -1.9% | +0.4% | -0.7% |
| 3M | +3.4% | +4.8% | -1.3% | +1.1% |
| 6M | +9.5% | +28.0% | -18.5% | -2.0% |
| YTD | +13.0% | +30.3% | -17.3% | +0.5% |
| 1Y | +18.0% | +59.8% | -41.8% | -3.3% |
| 3Y | +65.4% | +124.7% | -59.3% | +16.7% |
| All | +65.4% | +127.3% | -62.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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