+60.8%
IEFA vs TLN
+710.8%
-650.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | +2.2% | +11.0% | -8.8% | +1.2% |
| 30D | +1.1% | +4.9% | -3.8% | +0.4% |
| 3M | -4.3% | +4.9% | -9.2% | -5.1% |
| 6M | +1.4% | +7.1% | -5.7% | 0.0% |
| YTD | +10.1% | +0.3% | +9.8% | +8.6% |
| 1Y | +12.9% | +5.9% | +7.0% | +10.7% |
| 3Y | +65.8% | +578.5% | -512.7% | +29.1% |
| All | +60.8% | +710.8% | -650.0% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling