+1,101.9%
TXN vs EFA
+386.6%
+715.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.0% |
| 7D | +2.7% | -0.5% | +3.1% | +3.1% |
| 30D | -6.7% | -1.3% | -5.4% | -5.6% |
| 3M | -8.9% | +5.2% | -14.1% | -12.6% |
| 6M | +34.7% | +9.4% | +25.3% | +24.7% |
| YTD | +53.3% | +12.7% | +40.6% | +37.8% |
| 1Y | +45.0% | +19.3% | +25.8% | +24.0% |
| 3Y | +73.1% | +66.3% | +6.8% | +9.7% |
| 5Y | +59.9% | +53.4% | +6.6% | +9.3% |
| 10Y | +415.7% | +144.4% | +271.2% | +139.9% |
| All | +1,101.9% | +386.6% | +715.3% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling