+144.6%
IEFA vs TT
+961.2%
-816.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.6% | -1.2% | -0.4% | -1.1% |
| 30D | -1.5% | -7.3% | +5.8% | +1.2% |
| 3M | +3.4% | -3.6% | +7.0% | +4.4% |
| 6M | +9.5% | +2.8% | +6.7% | +7.6% |
| YTD | +13.0% | +14.5% | -1.5% | +6.5% |
| 1Y | +18.0% | +7.4% | +10.6% | +13.5% |
| 3Y | +65.4% | +116.2% | -50.9% | +17.8% |
| 5Y | +51.6% | +147.4% | -95.8% | -0.3% |
| All | +144.6% | +961.2% | -816.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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