-18.4%
TSLL vs IEFA
+61.4%
-79.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +11.0% |
| 7D | -21.2% | -1.6% | -19.6% | -16.6% |
| 30D | -13.3% | -1.5% | -11.8% | -8.3% |
| 3M | +15.4% | -5.2% | +20.6% | +38.4% |
| 6M | -34.2% | -1.6% | -32.6% | -26.8% |
| YTD | -52.9% | +7.7% | -60.6% | -61.4% |
| 1Y | -54.3% | +12.2% | -66.6% | -67.4% |
| 3Y | -18.4% | +62.1% | -80.4% | -76.0% |
| All | -18.4% | +61.4% | -79.8% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling