-2.8%
TLT vs IEFA
+203.9%
-206.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -3.1% | +2.2% | -5.3% | -2.8% |
| 30D | +1.0% | +1.1% | 0.0% | +1.2% |
| 3M | -2.7% | -4.3% | +1.5% | -3.2% |
| 6M | -4.1% | +1.4% | -5.5% | -4.0% |
| YTD | -5.4% | +10.1% | -15.4% | -4.0% |
| 1Y | -7.0% | +12.9% | -19.9% | -5.4% |
| 3Y | +2.8% | +65.8% | -62.9% | +11.7% |
| 5Y | -35.4% | +47.7% | -83.0% | -32.1% |
| 10Y | -13.1% | +146.8% | -159.9% | +8.4% |
| All | -2.8% | +203.9% | -206.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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