+212.3%
IEFA vs TRGP
+964.8%
-752.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -1.1% | +9.5% | -10.6% | -2.6% |
| 3M | +5.1% | +10.8% | -5.7% | +3.1% |
| 6M | +9.3% | +25.3% | -16.0% | +4.9% |
| YTD | +13.0% | +60.3% | -47.3% | +4.1% |
| 1Y | +19.2% | +84.6% | -65.4% | +7.1% |
| 3Y | +67.0% | +264.4% | -197.4% | +33.0% |
| 5Y | +51.1% | +636.6% | -585.5% | +6.8% |
| 10Y | +146.5% | +848.9% | -702.4% | +49.0% |
| All | +212.3% | +964.8% | -752.5% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling