+50.1%
IEFA vs TFC
+14.0%
+36.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -2.1% | -2.8% | +0.7% | -1.4% |
| 3M | +5.5% | +2.1% | +3.4% | +4.7% |
| 6M | +8.1% | +10.1% | -2.0% | +4.9% |
| YTD | +11.9% | +5.4% | +6.5% | +9.7% |
| 1Y | +18.1% | +16.3% | +1.8% | +12.5% |
| 3Y | +65.5% | +95.9% | -30.4% | +33.6% |
| 5Y | +50.1% | +16.0% | +34.1% | +43.2% |
| All | +50.1% | +14.0% | +36.1% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling