+144.6%
IEFA vs TFC
+98.7%
+45.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | -2.4% | +0.9% | -0.8% |
| 30D | -1.5% | -3.4% | +1.9% | -0.5% |
| 3M | +3.4% | +0.4% | +3.0% | +3.0% |
| 6M | +9.5% | +12.7% | -3.2% | +5.2% |
| YTD | +13.0% | +5.6% | +7.5% | +10.6% |
| 1Y | +18.0% | +16.0% | +2.0% | +11.9% |
| 3Y | +65.4% | +94.0% | -28.6% | +30.8% |
| 5Y | +51.6% | +16.2% | +35.4% | +37.7% |
| All | +144.6% | +98.7% | +45.8% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling