+376.4%
TTD vs IEFA
+145.6%
+230.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.2% |
| 7D | -0.6% | -1.6% | +0.9% | +1.7% |
| 30D | +6.3% | -1.5% | +7.8% | +8.7% |
| 3M | -24.1% | +3.4% | -27.5% | -28.6% |
| 6M | -47.4% | +9.5% | -56.9% | -55.6% |
| YTD | -62.2% | +13.0% | -75.3% | -70.1% |
| 1Y | -68.3% | +18.0% | -86.3% | -76.7% |
| 3Y | -83.4% | +65.4% | -148.8% | -93.1% |
| 5Y | -80.3% | +51.6% | -131.9% | -89.9% |
| All | +376.4% | +145.6% | +230.8% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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