+215.7%
IEFA vs TFC
+193.7%
+22.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +1.2% | +2.2% | -1.1% | +0.4% |
| 30D | -0.6% | -2.5% | +1.9% | +0.2% |
| 3M | +6.2% | +4.5% | +1.7% | +4.4% |
| 6M | +11.2% | +11.0% | +0.2% | +7.0% |
| YTD | +14.2% | +5.9% | +8.3% | +11.4% |
| 1Y | +20.0% | +14.6% | +5.4% | +13.8% |
| 3Y | +68.8% | +96.7% | -27.9% | +30.5% |
| 5Y | +52.7% | +15.6% | +37.1% | +37.6% |
| 10Y | +144.2% | +98.6% | +45.6% | +59.8% |
| All | +215.7% | +193.7% | +22.0% | +74.2% |
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 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