+1,282.5%
TXN vs IEFA
+211.8%
+1,070.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.1% |
| 7D | +2.7% | -0.5% | +3.1% | +3.1% |
| 30D | -6.7% | -1.1% | -5.6% | -5.7% |
| 3M | -8.9% | +5.1% | -14.0% | -13.0% |
| 6M | +34.7% | +9.3% | +25.4% | +23.4% |
| YTD | +53.3% | +13.0% | +40.4% | +35.5% |
| 1Y | +45.0% | +19.2% | +25.9% | +21.3% |
| 3Y | +73.1% | +67.0% | +6.1% | +2.2% |
| 5Y | +59.9% | +51.1% | +8.8% | +4.6% |
| 10Y | +415.7% | +146.5% | +269.2% | +112.7% |
| All | +1,282.5% | +211.8% | +1,070.6% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling