-46.0%
TSLL vs EFA
+16.9%
-62.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -12.3% |
| 7D | -9.4% | +2.0% | -11.4% | -14.0% |
| 30D | +1.6% | +1.6% | -0.1% | -2.5% |
| 3M | +29.4% | -1.5% | +30.9% | +34.6% |
| 6M | -20.1% | +6.6% | -26.8% | -27.5% |
| YTD | -44.5% | +11.8% | -56.3% | -56.1% |
| 1Y | -46.0% | +16.9% | -62.9% | -61.7% |
| All | -46.0% | +16.9% | -62.9% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling