+419.8%
TXN vs IEFA
+148.3%
+271.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +2.7% |
| 7D | +4.0% | -1.6% | +5.5% | +5.8% |
| 30D | -2.9% | -1.5% | -1.4% | -1.3% |
| 3M | -9.1% | +3.4% | -12.5% | -12.0% |
| 6M | +36.6% | +9.5% | +27.2% | +24.4% |
| YTD | +57.5% | +13.0% | +44.4% | +38.1% |
| 1Y | +49.5% | +18.0% | +31.5% | +25.3% |
| 3Y | +76.5% | +65.4% | +11.2% | +2.1% |
| 5Y | +62.4% | +51.6% | +10.8% | +3.6% |
| All | +419.8% | +148.3% | +271.5% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling