-51.9%
TSLL vs IEFA
+85.1%
-137.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +9.5% |
| 7D | +5.8% | +1.2% | +4.6% | +2.6% |
| 30D | +21.7% | -0.6% | +22.3% | +24.1% |
| 3M | -28.2% | +6.2% | -34.4% | -36.8% |
| 6M | -29.5% | +11.2% | -40.6% | -44.5% |
| YTD | -47.5% | +14.2% | -61.7% | -61.8% |
| 1Y | -20.8% | +20.0% | -40.8% | -48.8% |
| 3Y | -26.7% | +68.8% | -95.5% | -75.6% |
| All | -51.9% | +85.1% | -137.1% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling