+330.0%
TSCO vs IEFA
+209.0%
+121.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | -3.1% | -2.4% | -0.7% | -1.5% |
| 30D | -4.4% | -2.1% | -2.3% | -3.0% |
| 3M | +9.7% | +5.5% | +4.2% | +5.6% |
| 6M | -32.4% | +8.1% | -40.5% | -36.0% |
| YTD | -31.7% | +11.9% | -43.6% | -36.9% |
| 1Y | -41.3% | +18.1% | -59.3% | -47.7% |
| 3Y | -18.3% | +65.5% | -83.8% | -42.5% |
| 5Y | -10.3% | +50.1% | -60.3% | -33.1% |
| 10Y | +188.5% | +144.2% | +44.2% | +50.4% |
| All | +330.0% | +209.0% | +121.0% | +89.3% |
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 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