+51.1%
IEFA vs TT
+143.3%
-92.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | -1.1% | -6.7% | +5.6% | +1.1% |
| 3M | +5.1% | -5.4% | +10.5% | +6.6% |
| 6M | +9.3% | +4.4% | +4.9% | +7.1% |
| YTD | +13.0% | +14.9% | -2.0% | +7.0% |
| 1Y | +19.2% | +9.3% | +9.9% | +14.5% |
| 3Y | +67.0% | +121.7% | -54.8% | +20.8% |
| 5Y | +51.1% | +148.2% | -97.0% | -3.1% |
| All | +51.1% | +143.3% | -92.1% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling