+65.1%
IEFA vs TLN
+574.4%
-509.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.6% | -1.3% | -0.2% | -1.4% |
| 30D | -1.5% | -14.3% | +12.8% | -0.1% |
| 3M | +3.4% | -9.3% | +12.7% | +4.1% |
| 6M | +9.5% | -1.1% | +10.6% | +9.1% |
| YTD | +13.0% | -16.6% | +29.6% | +13.9% |
| 1Y | +18.0% | -22.0% | +40.0% | +19.3% |
| 3Y | +65.4% | +470.2% | -404.8% | +31.3% |
| All | +65.1% | +574.4% | -509.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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