+94.4%
IEFA vs TENB
-3.6%
+98.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.2% |
| 7D | -2.4% | -7.1% | +4.7% | -1.4% |
| 30D | -2.1% | -15.4% | +13.2% | -0.1% |
| 3M | +5.5% | +19.5% | -14.0% | +1.6% |
| 6M | +8.1% | +54.8% | -46.7% | -0.7% |
| YTD | +11.9% | +36.1% | -24.2% | +4.4% |
| 1Y | +18.1% | +7.0% | +11.1% | +14.5% |
| 3Y | +65.5% | -27.6% | +93.0% | +67.9% |
| 5Y | +50.1% | -30.5% | +80.5% | +47.1% |
| All | +94.4% | -3.6% | +98.0% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling