+204.4%
IEFA vs TFC
+193.4%
+11.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +2.2% | +2.3% | -0.1% | +1.5% |
| 30D | +1.1% | +10.8% | -9.7% | -2.3% |
| 3M | -4.3% | -3.8% | -0.5% | -3.2% |
| 6M | +1.4% | +9.6% | -8.2% | -2.0% |
| YTD | +10.1% | +5.8% | +4.3% | +7.3% |
| 1Y | +12.9% | +16.2% | -3.3% | +6.7% |
| 3Y | +65.8% | +96.0% | -30.2% | +28.7% |
| 5Y | +47.7% | +1.7% | +46.0% | +39.5% |
| 10Y | +146.8% | +79.9% | +66.9% | +69.5% |
| All | +204.4% | +193.4% | +11.0% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling