+65.4%
IEFA vs TRGP
+260.3%
-195.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -1.5% | +8.0% | -9.5% | -2.5% |
| 3M | +3.4% | +8.3% | -4.8% | +2.2% |
| 6M | +9.5% | +23.9% | -14.4% | +5.7% |
| YTD | +13.0% | +59.6% | -46.6% | +4.4% |
| 1Y | +18.0% | +79.4% | -61.4% | +6.5% |
| 3Y | +65.4% | +269.4% | -204.1% | +24.7% |
| All | +65.4% | +260.3% | -195.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 3y: compounded portfolio wealth divided by compounded TRGP 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…
3y analysis · Full analysis span regression · 6 months rolling