-10.4%
TSCO vs IEFA
+50.2%
-60.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -35.9% |
| YTD | -32.7% | +13.0% | -45.7% | -37.7% |
| 1Y | -43.7% | +18.0% | -61.7% | -49.2% |
| 3Y | -19.7% | +65.4% | -85.0% | -41.3% |
| All | -10.4% | +50.2% | -60.6% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling