-56.8%
TSLL vs EFA
+75.7%
-132.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +10.8% |
| 7D | -21.2% | -1.4% | -19.8% | -17.5% |
| 30D | -13.3% | -1.2% | -12.1% | -9.7% |
| 3M | +15.4% | -5.1% | +20.5% | +34.8% |
| 6M | -34.2% | -1.2% | -33.0% | -28.4% |
| YTD | -52.9% | +7.8% | -60.7% | -59.7% |
| 1Y | -54.3% | +12.2% | -66.5% | -64.9% |
| 3Y | -18.4% | +61.5% | -79.9% | -69.0% |
| All | -56.8% | +75.7% | -132.6% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling