+142.2%
IEFA vs TMF
-86.4%
+228.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -1.0% |
| 7D | -2.4% | -4.8% | +2.4% | -2.6% |
| 30D | -2.1% | -4.9% | +2.8% | -2.2% |
| 3M | +5.5% | -13.4% | +19.0% | +5.1% |
| 6M | +8.1% | -23.0% | +31.2% | +7.2% |
| YTD | +11.9% | -20.2% | +32.1% | +11.2% |
| 1Y | +18.1% | -26.5% | +44.6% | +16.9% |
| 3Y | +65.5% | -45.2% | +110.6% | +62.3% |
| 5Y | +50.1% | -88.4% | +138.5% | +26.5% |
| All | +142.2% | -86.4% | +228.6% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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