-20.8%
TLT vs EFA
+144.2%
-165.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.7% |
| 30D | -1.3% | -2.2% | +0.9% | -1.5% |
| 3M | -3.7% | +5.7% | -9.4% | -3.3% |
| 6M | -6.4% | +8.2% | -14.5% | -5.8% |
| YTD | -4.5% | +11.8% | -16.2% | -3.5% |
| 1Y | -5.9% | +18.3% | -24.2% | -4.4% |
| 3Y | -2.8% | +64.9% | -67.7% | +2.9% |
| 5Y | -35.1% | +52.4% | -87.5% | -33.1% |
| All | -20.8% | +144.2% | -165.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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