+125.1%
TLT vs EFA
+472.2%
-347.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.1% | +2.2% | -5.3% | -2.7% |
| 30D | +1.0% | +1.4% | -0.3% | +1.3% |
| 3M | -2.7% | -4.2% | +1.4% | -3.5% |
| 6M | -4.1% | +1.9% | -6.1% | -3.8% |
| YTD | -5.4% | +10.2% | -15.5% | -3.5% |
| 1Y | -7.0% | +12.8% | -19.8% | -4.7% |
| 3Y | +2.8% | +65.2% | -62.4% | +14.1% |
| 5Y | -35.4% | +49.8% | -85.2% | -29.7% |
| 10Y | -13.1% | +145.2% | -158.3% | +8.6% |
| All | +125.1% | +472.2% | -347.1% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling