+330.4%
TSM vs EFA
+66.3%
+264.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.9% |
| 7D | +6.2% | +2.2% | +4.0% | +2.9% |
| 30D | -7.3% | +1.4% | -8.7% | -8.9% |
| 3M | -7.1% | -4.2% | -3.0% | -1.1% |
| 6M | +0.2% | +1.9% | -1.7% | -1.5% |
| YTD | +32.2% | +10.2% | +22.0% | +16.7% |
| 1Y | +42.8% | +12.8% | +30.0% | +21.9% |
| 3Y | +330.4% | +65.2% | +265.2% | +124.1% |
| All | +330.4% | +66.3% | +264.1% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling