+65.4%
IEFA vs TTWO
+50.8%
+14.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | -1.5% | -11.3% | +9.8% | +0.2% |
| 3M | +3.4% | +1.6% | +1.8% | +2.8% |
| 6M | +9.5% | +2.1% | +7.4% | +8.4% |
| YTD | +13.0% | -15.8% | +28.9% | +15.5% |
| 1Y | +18.0% | -12.6% | +30.6% | +19.5% |
| 3Y | +65.4% | +48.2% | +17.1% | +48.3% |
| All | +65.4% | +50.8% | +14.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 3y: compounded portfolio wealth divided by compounded TTWO 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…
3y analysis · Full analysis span regression · 6 months rolling