+217.5%
IEFA vs TPR
+209.5%
+8.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | +1.0% | -23.0% | +24.0% | +6.2% |
| 3M | +4.7% | -12.5% | +17.2% | +6.9% |
| 6M | +8.6% | -21.4% | +30.0% | +13.1% |
| YTD | +14.8% | -3.5% | +18.4% | +14.3% |
| 1Y | +22.6% | +17.4% | +5.3% | +16.6% |
| 3Y | +67.0% | +291.3% | -224.2% | +18.7% |
| 5Y | +52.3% | +241.9% | -189.6% | +8.3% |
| 10Y | +147.3% | +322.7% | -175.3% | +48.5% |
| All | +217.5% | +209.5% | +8.0% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling