+212.6%
IEFA vs TNA
+385.1%
-172.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.6% | -7.3% | +5.7% | -0.1% |
| 30D | -1.5% | -14.2% | +12.7% | +1.5% |
| 3M | +3.4% | -4.6% | +8.0% | +4.1% |
| 6M | +9.5% | +36.9% | -27.4% | +1.7% |
| YTD | +13.0% | +42.5% | -29.5% | +3.6% |
| 1Y | +18.0% | +45.8% | -27.8% | +6.7% |
| 3Y | +65.4% | +104.7% | -39.3% | +28.5% |
| 5Y | +51.6% | -21.7% | +73.3% | +31.9% |
| 10Y | +146.7% | +83.8% | +62.9% | +39.5% |
| All | +212.6% | +385.1% | -172.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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