+961.4%
TMO vs IEFA
+212.1%
+749.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.3% |
| 7D | -0.6% | -1.6% | +0.9% | +0.6% |
| 30D | +1.1% | -1.5% | +2.6% | +2.3% |
| 3M | +28.3% | +3.4% | +24.9% | +24.7% |
| 6M | +23.3% | +9.5% | +13.8% | +14.2% |
| YTD | +5.5% | +13.0% | -7.6% | -4.9% |
| 1Y | +24.5% | +18.0% | +6.5% | +8.6% |
| 3Y | +19.6% | +65.4% | -45.8% | -20.3% |
| 5Y | +8.1% | +51.6% | -43.4% | -23.4% |
| 10Y | +336.7% | +146.7% | +190.0% | +106.3% |
| All | +961.4% | +212.1% | +749.3% | +298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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