-68.3%
TTD vs IEFA
+18.9%
-87.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.6% |
| 7D | -0.6% | -1.6% | +0.9% | -0.6% |
| 30D | +6.3% | -1.5% | +7.8% | +6.3% |
| 3M | -24.1% | +3.4% | -27.5% | -24.2% |
| 6M | -47.4% | +9.5% | -56.9% | -47.8% |
| YTD | -62.2% | +13.0% | -75.3% | -65.0% |
| 1Y | -68.3% | +18.0% | -86.3% | -71.8% |
| All | -68.3% | +18.9% | -87.2% | -71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling