-19.7%
TSCO vs IEFA
+65.7%
-85.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.1% |
| 7D | -5.7% | -1.6% | -4.1% | -4.8% |
| 30D | -8.8% | -1.5% | -7.3% | -8.0% |
| 3M | +6.3% | +3.4% | +2.9% | +4.1% |
| 6M | -32.3% | +9.5% | -41.7% | -36.0% |
| YTD | -32.7% | +13.0% | -45.7% | -37.9% |
| 1Y | -43.7% | +18.0% | -61.7% | -49.5% |
| 3Y | -19.7% | +65.4% | -85.0% | -47.5% |
| All | -19.7% | +65.7% | -85.4% | -47.5% |
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