-34.5%
TLT vs EFA
+49.5%
-84.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.1% | +2.2% | -5.3% | -3.4% |
| 30D | +1.0% | +1.4% | -0.3% | +0.8% |
| 3M | -2.7% | -4.2% | +1.4% | -2.1% |
| 6M | -4.1% | +1.9% | -6.1% | -4.5% |
| YTD | -5.4% | +10.2% | -15.5% | -6.7% |
| 1Y | -7.0% | +12.8% | -19.8% | -8.7% |
| 3Y | +2.8% | +65.2% | -62.4% | -3.8% |
| All | -34.5% | +49.5% | -84.0% | -43.5% |
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