+3,283.6%
TMO vs EFA
+387.2%
+2,896.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | -0.6% | -1.5% | +0.9% | +0.5% |
| 30D | +1.1% | -1.7% | +2.8% | +2.4% |
| 3M | +28.3% | +3.5% | +24.8% | +24.8% |
| 6M | +23.3% | +9.5% | +13.8% | +14.6% |
| YTD | +5.5% | +12.9% | -7.4% | -4.3% |
| 1Y | +24.5% | +18.2% | +6.3% | +9.3% |
| 3Y | +19.6% | +64.8% | -45.3% | -18.2% |
| 5Y | +8.1% | +53.9% | -45.8% | -22.4% |
| 10Y | +336.7% | +144.8% | +192.0% | +119.9% |
| All | +3,283.6% | +387.2% | +2,896.3% | +767.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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