+407.0%
TSM vs EFA
+64.9%
+342.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.8% |
| 7D | +4.8% | -0.5% | +5.2% | +5.4% |
| 30D | +4.0% | -1.3% | +5.4% | +6.1% |
| 3M | +2.0% | +5.2% | -3.2% | -4.5% |
| 6M | +25.5% | +9.4% | +16.1% | +11.7% |
| YTD | +44.0% | +12.7% | +31.3% | +23.0% |
| 1Y | +75.4% | +19.3% | +56.2% | +39.0% |
| All | +407.0% | +64.9% | +342.0% | +167.4% |
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