-84.0%
TTD vs IEFA
+65.6%
-149.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.2% |
| 30D | +3.7% | -1.1% | +4.8% | +4.7% |
| 3M | -30.2% | +5.1% | -35.3% | -33.7% |
| 6M | -51.4% | +9.3% | -60.7% | -56.0% |
| YTD | -63.4% | +13.0% | -76.4% | -68.7% |
| 1Y | -73.5% | +19.2% | -92.7% | -78.9% |
| All | -84.0% | +65.6% | -149.5% | -92.7% |
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