+204.4%
IEFA vs TXT
+235.8%
-31.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.1% | +13.3% | -12.3% | -3.3% |
| 3M | -4.3% | -5.0% | +0.7% | -3.1% |
| 6M | +1.4% | -8.4% | +9.8% | +3.5% |
| YTD | +10.1% | -4.0% | +14.1% | +10.3% |
| 1Y | +12.9% | +2.8% | +10.1% | +10.5% |
| 3Y | +65.8% | +10.3% | +55.5% | +55.8% |
| 5Y | +47.7% | +9.2% | +38.5% | +37.0% |
| 10Y | +146.8% | +89.6% | +57.2% | +75.2% |
| All | +204.4% | +235.8% | -31.5% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling