+64.3%
EFA vs TLN
+574.4%
-510.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.5% | -1.3% | -0.2% | -1.4% |
| 30D | -1.7% | -14.3% | +12.7% | -0.2% |
| 3M | +3.5% | -9.3% | +12.8% | +4.2% |
| 6M | +9.5% | -1.1% | +10.6% | +9.1% |
| YTD | +12.9% | -16.6% | +29.4% | +13.7% |
| 1Y | +18.2% | -22.0% | +40.2% | +19.5% |
| 3Y | +64.8% | +470.2% | -405.3% | +31.3% |
| All | +64.3% | +574.4% | -510.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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