+65.4%
IEFA vs TW
+19.1%
+46.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.6% | -4.5% | +2.9% | -1.2% |
| 30D | -1.5% | -2.3% | +0.8% | -1.3% |
| 3M | +3.4% | +2.6% | +0.8% | +2.9% |
| 6M | +9.5% | -17.5% | +27.0% | +12.0% |
| YTD | +13.0% | -5.3% | +18.4% | +12.9% |
| 1Y | +18.0% | -14.8% | +32.8% | +20.1% |
| 3Y | +65.4% | +18.8% | +46.5% | +61.3% |
| All | +65.4% | +19.1% | +46.3% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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