+212.6%
IEFA vs TDG
+1,747.2%
-1,534.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | -1.5% | -7.7% | +6.2% | +0.8% |
| 3M | +3.4% | -9.3% | +12.7% | +6.2% |
| 6M | +9.5% | -9.4% | +18.9% | +12.1% |
| YTD | +13.0% | -14.3% | +27.3% | +17.3% |
| 1Y | +18.0% | -11.8% | +29.8% | +21.2% |
| 3Y | +65.4% | +52.0% | +13.4% | +41.4% |
| 5Y | +51.6% | +128.8% | -77.3% | +13.0% |
| 10Y | +146.7% | +543.8% | -397.1% | +31.2% |
| All | +212.6% | +1,747.2% | -1,534.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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