-18.4%
TSLL vs EFA
+60.9%
-79.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +11.1% |
| 7D | -21.2% | -1.4% | -19.8% | -17.0% |
| 30D | -13.3% | -1.2% | -12.1% | -9.3% |
| 3M | +15.4% | -5.1% | +20.5% | +37.5% |
| 6M | -34.2% | -1.2% | -33.0% | -28.0% |
| YTD | -52.9% | +7.8% | -60.7% | -61.7% |
| 1Y | -54.3% | +12.2% | -66.5% | -67.5% |
| 3Y | -18.4% | +61.5% | -79.9% | -75.5% |
| All | -18.4% | +60.9% | -79.3% | -75.5% |
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