+215.7%
IEFA vs TSN
+337.0%
-121.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +1.2% | -5.0% | +6.2% | +2.1% |
| 30D | -0.6% | -9.1% | +8.5% | +1.2% |
| 3M | +6.2% | -7.4% | +13.6% | +7.6% |
| 6M | +11.2% | -13.4% | +24.5% | +13.8% |
| YTD | +14.2% | -8.5% | +22.7% | +15.4% |
| 1Y | +20.0% | -3.2% | +23.2% | +19.7% |
| 3Y | +68.8% | +11.5% | +57.3% | +61.7% |
| 5Y | +52.7% | -19.5% | +72.2% | +55.3% |
| 10Y | +144.2% | -9.1% | +153.3% | +132.5% |
| All | +215.7% | +337.0% | -121.3% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling