+205.2%
IEFA vs TPR
+243.6%
-38.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.1% | +12.1% | -11.0% | -1.3% |
| 30D | +0.7% | +16.7% | -16.0% | -2.7% |
| 3M | -3.4% | -17.4% | +14.0% | -0.1% |
| 6M | +1.5% | +2.3% | -0.8% | 0.0% |
| YTD | +10.4% | +7.1% | +3.2% | +7.2% |
| 1Y | +13.4% | +29.5% | -16.1% | +5.6% |
| 3Y | +66.7% | +415.0% | -348.4% | +11.5% |
| 5Y | +49.5% | +261.5% | -212.0% | +5.0% |
| 10Y | +145.8% | +383.3% | -237.6% | +43.2% |
| All | +205.2% | +243.6% | -38.4% | +79.9% |
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