+102.6%
IEFA vs TW
+211.2%
-108.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | -1.1% | -0.6% | -0.5% | -1.0% |
| 3M | +5.1% | +3.4% | +1.7% | +3.7% |
| 6M | +9.3% | -18.4% | +27.8% | +13.8% |
| YTD | +13.0% | -3.9% | +16.9% | +12.5% |
| 1Y | +19.2% | -13.3% | +32.5% | +21.6% |
| 3Y | +67.0% | +20.8% | +46.1% | +53.5% |
| 5Y | +51.1% | +20.3% | +30.8% | +35.9% |
| All | +102.6% | +211.2% | -108.7% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling