-39.7%
TSLL vs IEFA
+11.9%
-51.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +5.1% |
| 7D | +33.0% | +1.3% | +31.7% | +28.8% |
| 30D | +7.7% | +0.1% | +7.6% | +9.1% |
| 3M | +34.7% | -4.2% | +38.9% | +53.3% |
| 6M | -31.5% | +1.9% | -33.4% | -29.9% |
| YTD | -42.4% | +9.9% | -52.3% | -51.3% |
| 1Y | -39.7% | +11.5% | -51.2% | -50.9% |
| All | -39.7% | +11.9% | -51.5% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling