+65.4%
IEFA vs TENB
-34.6%
+99.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +1.5% |
| 7D | -1.6% | -12.1% | +10.5% | -0.6% |
| 30D | -1.5% | -18.6% | +17.1% | 0.0% |
| 3M | +3.4% | +12.1% | -8.6% | +1.5% |
| 6M | +9.5% | +46.8% | -37.3% | +4.2% |
| YTD | +13.0% | +28.0% | -14.9% | +9.2% |
| 1Y | +18.0% | -1.4% | +19.4% | +18.2% |
| 3Y | +65.4% | -33.9% | +99.3% | +72.2% |
| All | +65.4% | -34.6% | +99.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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