+63.7%
IEFA vs TE
-27.3%
+91.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.5% |
| 30D | -2.1% | -16.3% | +14.2% | -1.6% |
| 3M | +5.5% | -40.8% | +46.3% | +6.9% |
| 6M | +8.1% | -42.6% | +50.7% | +8.9% |
| YTD | +11.9% | -31.4% | +43.4% | +11.7% |
| 1Y | +18.1% | +144.9% | -126.8% | +12.1% |
| All | +63.7% | -27.3% | +91.0% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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