+18.0%
IEFA vs TSLQ
-49.6%
+67.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | -1.6% | -6.6% | +5.0% | -2.0% |
| 30D | -1.5% | -24.3% | +22.8% | -3.2% |
| 3M | +3.4% | -3.6% | +7.0% | +4.3% |
| 6M | +9.5% | -12.0% | +21.4% | +10.4% |
| YTD | +13.0% | +1.4% | +11.7% | +14.8% |
| 1Y | +18.0% | -43.6% | +61.6% | +18.7% |
| All | +18.0% | -49.6% | +67.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling