+10,336.3%
TSM vs EFA
+394.8%
+9,941.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.7% |
| 7D | +2.7% | +0.6% | +2.1% | +2.1% |
| 30D | +3.6% | +0.9% | +2.7% | +2.7% |
| 3M | -3.4% | +4.9% | -8.2% | -7.4% |
| 6M | +20.6% | +8.6% | +12.0% | +11.7% |
| YTD | +41.9% | +14.6% | +27.3% | +24.5% |
| 1Y | +84.4% | +22.6% | +61.7% | +51.3% |
| 3Y | +380.2% | +66.5% | +313.7% | +193.0% |
| 5Y | +275.3% | +54.5% | +220.8% | +149.8% |
| 10Y | +1,751.4% | +144.8% | +1,606.6% | +689.6% |
| All | +10,336.3% | +394.8% | +9,941.5% | +1,421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling