+217.5%
IEFA vs TT
+1,866.7%
-1,649.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +1.0% | -7.2% | +8.2% | +3.9% |
| 3M | +4.7% | -3.0% | +7.7% | +5.5% |
| 6M | +8.6% | +1.4% | +7.2% | +7.3% |
| YTD | +14.8% | +15.9% | -1.1% | +7.4% |
| 1Y | +22.6% | +9.4% | +13.2% | +16.9% |
| 3Y | +67.0% | +124.4% | -57.4% | +15.9% |
| 5Y | +52.3% | +138.0% | -85.7% | +0.8% |
| 10Y | +147.3% | +886.4% | -739.0% | -13.5% |
| All | +217.5% | +1,866.7% | -1,649.2% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling