-75.3%
TTD vs IEFA
+66.9%
-142.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.2% |
| 7D | +21.3% | +2.2% | +19.1% | +19.3% |
| 30D | +28.7% | +1.1% | +27.7% | +27.9% |
| 3M | +7.7% | -4.3% | +12.0% | +11.8% |
| 6M | -23.5% | +1.4% | -24.9% | -24.8% |
| YTD | -58.7% | +10.1% | -68.8% | -63.6% |
| 1Y | -63.4% | +12.9% | -76.3% | -68.8% |
| 3Y | -75.3% | +65.8% | -141.1% | -88.6% |
| All | -75.3% | +66.9% | -142.2% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling