+205.2%
IEFA vs TMF
-80.1%
+285.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.7% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | +0.7% | +11.8% | -11.1% | +1.3% |
| 3M | -3.4% | -4.0% | +0.7% | -3.5% |
| 6M | +1.5% | -16.5% | +18.0% | +0.5% |
| YTD | +10.4% | -19.9% | +30.3% | +9.1% |
| 1Y | +13.4% | -25.6% | +38.9% | +11.6% |
| 3Y | +66.7% | -29.9% | +96.5% | +65.1% |
| 5Y | +49.5% | -88.2% | +137.7% | +23.7% |
| 10Y | +145.8% | -81.7% | +227.5% | +125.6% |
| All | +205.2% | -80.1% | +285.3% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling