+285.0%
TSM vs EFA
+53.1%
+231.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.6% |
| 7D | +4.8% | -0.5% | +5.2% | +5.4% |
| 30D | +4.0% | -1.3% | +5.4% | +5.9% |
| 3M | +2.0% | +5.2% | -3.2% | -4.0% |
| 6M | +25.5% | +9.4% | +16.1% | +12.7% |
| YTD | +44.0% | +12.7% | +31.3% | +24.6% |
| 1Y | +75.4% | +19.3% | +56.2% | +41.6% |
| 3Y | +406.7% | +66.3% | +340.4% | +174.2% |
| 5Y | +285.0% | +53.4% | +231.6% | +137.8% |
| All | +285.0% | +53.1% | +231.8% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling