+47.4%
IEFA vs TEM
+53.2%
-5.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.8% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | -1.1% | +11.3% | -12.4% | -1.9% |
| 3M | +5.1% | +25.5% | -20.5% | +3.2% |
| 6M | +9.3% | +17.1% | -7.8% | +7.5% |
| YTD | +13.0% | +3.8% | +9.2% | +11.5% |
| 1Y | +19.2% | -24.4% | +43.5% | +19.2% |
| All | +47.4% | +53.2% | -5.8% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling