-49.1%
TSLL vs EFA
+79.7%
-128.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -4.1% |
| 7D | +17.8% | +2.2% | +15.6% | +11.4% |
| 30D | +8.2% | +1.4% | +6.9% | +5.5% |
| 3M | +20.9% | -4.2% | +25.0% | +37.8% |
| 6M | -37.5% | +1.9% | -39.4% | -37.1% |
| YTD | -44.5% | +10.2% | -54.7% | -55.1% |
| 1Y | -33.0% | +12.8% | -45.7% | -49.1% |
| 3Y | -6.4% | +65.2% | -71.6% | -66.4% |
| All | -49.1% | +79.7% | -128.8% | -82.8% |
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