+50.1%
IEFA vs TXT
+10.7%
+39.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.1% | -10.2% | +8.1% | +1.6% |
| 3M | +5.5% | -13.3% | +18.8% | +10.5% |
| 6M | +8.1% | -14.4% | +22.5% | +13.5% |
| YTD | +11.9% | -9.1% | +21.0% | +14.6% |
| 1Y | +18.1% | -2.2% | +20.2% | +17.4% |
| 3Y | +65.5% | +5.1% | +60.4% | +55.5% |
| 5Y | +50.1% | +12.8% | +37.2% | +33.7% |
| All | +50.1% | +10.7% | +39.3% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling