+140.0%
TRV vs IEFA
+64.1%
+76.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | -1.5% | -2.4% | +0.9% | -0.7% |
| 30D | -1.8% | -2.1% | +0.3% | -1.2% |
| 3M | +21.6% | +5.5% | +16.0% | +19.1% |
| 6M | +22.5% | +8.1% | +14.3% | +18.5% |
| YTD | +28.1% | +11.9% | +16.2% | +21.8% |
| 1Y | +37.0% | +18.1% | +19.0% | +27.0% |
| All | +140.0% | +64.1% | +76.0% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling