+419.8%
TXN vs EFA
+146.6%
+273.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +2.7% |
| 7D | +4.0% | -1.5% | +5.5% | +5.7% |
| 30D | -2.9% | -1.7% | -1.2% | -1.1% |
| 3M | -9.1% | +3.5% | -12.6% | -12.0% |
| 6M | +36.6% | +9.5% | +27.2% | +24.4% |
| YTD | +57.5% | +12.9% | +44.6% | +38.2% |
| 1Y | +49.5% | +18.2% | +31.3% | +24.9% |
| 3Y | +76.5% | +64.8% | +11.7% | +2.0% |
| 5Y | +62.4% | +53.9% | +8.5% | +1.5% |
| All | +419.8% | +146.6% | +273.2% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling