-35.3%
TSLL vs EFA
+66.9%
-102.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -12.3% |
| 7D | +1.9% | +0.6% | +1.3% | +0.3% |
| 30D | +17.8% | +0.9% | +16.9% | +15.4% |
| 3M | -37.0% | +4.9% | -41.9% | -43.2% |
| 6M | -37.7% | +8.6% | -46.2% | -49.6% |
| YTD | -51.4% | +14.6% | -66.0% | -67.5% |
| 1Y | -23.4% | +22.6% | -46.0% | -58.4% |
| All | -35.3% | +66.9% | -102.3% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling