-35.1%
TLT vs EFA
+51.0%
-86.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.2% |
| 30D | -1.3% | -2.2% | +0.9% | -1.0% |
| 3M | -3.7% | +5.7% | -9.4% | -4.5% |
| 6M | -6.4% | +8.2% | -14.5% | -7.4% |
| YTD | -4.5% | +11.8% | -16.2% | -6.0% |
| 1Y | -5.9% | +18.3% | -24.2% | -8.1% |
| 3Y | -2.8% | +64.9% | -67.7% | -9.0% |
| 5Y | -35.1% | +52.4% | -87.5% | -42.2% |
| All | -35.1% | +51.0% | -86.0% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling