+46.0%
IEFA vs TEM
+46.9%
-0.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.7% |
| 7D | -2.4% | -9.2% | +6.7% | -1.9% |
| 30D | -2.1% | +5.5% | -7.6% | -2.6% |
| 3M | +5.5% | +18.7% | -13.2% | +4.0% |
| 6M | +8.1% | +15.4% | -7.3% | +6.4% |
| YTD | +11.9% | -0.5% | +12.4% | +10.8% |
| 1Y | +18.1% | -24.8% | +42.9% | +18.2% |
| All | +46.0% | +46.9% | -0.8% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling