+32.4%
TXN vs IEFA
+7.6%
+24.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | 0.0% |
| 7D | +2.0% | -2.4% | +4.4% | +4.9% |
| 30D | -8.0% | -2.1% | -5.9% | -5.7% |
| 3M | -7.8% | +5.5% | -13.3% | -12.1% |
| 6M | +32.4% | +8.1% | +24.3% | +24.3% |
| All | +32.4% | +7.6% | +24.8% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling