+142.2%
IEFA vs TPR
+318.3%
-176.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -2.4% | -5.1% | +2.7% | -1.4% |
| 30D | -2.1% | -27.6% | +25.4% | +4.3% |
| 3M | +5.5% | -17.5% | +23.0% | +9.1% |
| 6M | +8.1% | -21.3% | +29.5% | +12.6% |
| YTD | +11.9% | -8.5% | +20.4% | +12.6% |
| 1Y | +18.1% | +11.5% | +6.6% | +13.4% |
| 3Y | +65.5% | +288.0% | -222.6% | +17.1% |
| 5Y | +50.1% | +225.2% | -175.1% | +7.2% |
| All | +142.2% | +318.3% | -176.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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