+22.6%
IEFA vs TEM
-15.5%
+38.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +0.9% | -0.3% | +0.5% |
| 30D | +1.0% | +38.4% | -37.3% | -2.1% |
| 3M | +4.7% | +23.7% | -18.9% | +2.0% |
| 6M | +8.6% | +26.0% | -17.4% | +4.9% |
| YTD | +14.8% | +9.4% | +5.4% | +11.8% |
| 1Y | +22.6% | -17.3% | +39.9% | +21.3% |
| All | +22.6% | -15.5% | +38.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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