+63.7%
IEFA vs TSN
+11.8%
+51.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -2.1% | -6.2% | +4.1% | -1.5% |
| 3M | +5.5% | -5.7% | +11.2% | +6.0% |
| 6M | +8.1% | -11.4% | +19.5% | +9.2% |
| YTD | +11.9% | -8.2% | +20.1% | +12.4% |
| 1Y | +18.1% | -2.0% | +20.1% | +17.3% |
| All | +63.7% | +11.8% | +51.9% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling