+1,757.2%
TSM vs EFA
+144.2%
+1,613.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -0.7% |
| 7D | +2.6% | -2.4% | +5.0% | +5.6% |
| 30D | +1.4% | -2.2% | +3.7% | +4.2% |
| 3M | +5.0% | +5.7% | -0.7% | -1.2% |
| 6M | +24.0% | +8.2% | +15.8% | +14.0% |
| YTD | +41.6% | +11.8% | +29.8% | +25.6% |
| 1Y | +66.2% | +18.3% | +47.9% | +38.3% |
| 3Y | +398.2% | +64.9% | +333.3% | +188.6% |
| 5Y | +277.6% | +52.4% | +225.2% | +140.6% |
| All | +1,757.2% | +144.2% | +1,613.0% | +663.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling