+100.5%
IEFA vs TXG
+27.0%
+73.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.6% |
| 7D | -1.6% | +9.5% | -11.0% | -2.6% |
| 30D | -1.5% | +18.8% | -20.3% | -3.5% |
| 3M | +3.4% | +136.1% | -132.7% | -6.8% |
| 6M | +9.5% | +235.2% | -225.8% | -5.7% |
| YTD | +13.0% | +320.5% | -307.5% | -5.5% |
| 1Y | +18.0% | +425.2% | -407.2% | -4.7% |
| 3Y | +65.4% | +42.9% | +22.5% | +48.6% |
| 5Y | +51.6% | -62.8% | +114.4% | +47.8% |
| All | +100.5% | +27.0% | +73.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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