+65.2%
IEFA vs TXT
+5.5%
+59.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -1.1% | -10.4% | +9.3% | +2.1% |
| 3M | +5.1% | -14.3% | +19.4% | +9.6% |
| 6M | +9.3% | -15.1% | +24.4% | +14.1% |
| YTD | +13.0% | -8.3% | +21.3% | +14.9% |
| 1Y | +19.2% | -0.7% | +19.9% | +18.2% |
| All | +65.2% | +5.5% | +59.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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