+131.2%
TLT vs EFA
+495.2%
-364.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.3% |
| 30D | -0.6% | +0.9% | -1.4% | -0.4% |
| 3M | -2.7% | +4.9% | -7.6% | -1.8% |
| 6M | -5.6% | +8.6% | -14.2% | -4.1% |
| YTD | -2.8% | +14.6% | -17.4% | -0.1% |
| 1Y | -1.4% | +22.6% | -24.1% | +2.6% |
| 3Y | -1.6% | +66.5% | -68.1% | +9.2% |
| 5Y | -33.8% | +54.5% | -88.4% | -27.7% |
| 10Y | -21.1% | +144.8% | -165.9% | -1.6% |
| All | +131.2% | +495.2% | -364.0% | +277.3% |
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