+144.6%
IEFA vs TSN
-4.9%
+149.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.6% | +3.0% | -4.6% | -2.2% |
| 30D | -1.5% | -4.2% | +2.7% | -0.7% |
| 3M | +3.4% | -3.9% | +7.3% | +4.0% |
| 6M | +9.5% | -9.8% | +19.3% | +11.2% |
| YTD | +13.0% | -7.3% | +20.3% | +14.0% |
| 1Y | +18.0% | -2.2% | +20.2% | +17.4% |
| 3Y | +65.4% | +11.9% | +53.5% | +57.6% |
| 5Y | +51.6% | -16.9% | +68.5% | +53.3% |
| All | +144.6% | -4.9% | +149.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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