+50.4%
IEFA vs TSN
-17.2%
+67.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.6% | +3.0% | -4.6% | -2.1% |
| 30D | -1.5% | -4.2% | +2.7% | -0.9% |
| 3M | +3.4% | -3.9% | +7.3% | +3.8% |
| 6M | +9.5% | -9.8% | +19.3% | +10.8% |
| YTD | +13.0% | -7.3% | +20.3% | +13.7% |
| 1Y | +18.0% | -2.2% | +20.2% | +17.3% |
| 3Y | +65.4% | +11.9% | +53.5% | +57.9% |
| All | +50.4% | -17.2% | +67.6% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling