-55.4%
TSLL vs IEFA
+86.2%
-141.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -12.2% |
| 7D | +1.9% | +0.6% | +1.3% | +0.5% |
| 30D | +17.8% | +1.0% | +16.7% | +15.2% |
| 3M | -37.0% | +4.7% | -41.7% | -41.9% |
| 6M | -37.7% | +8.6% | -46.2% | -47.7% |
| YTD | -51.4% | +14.8% | -66.2% | -65.1% |
| 1Y | -23.4% | +22.6% | -46.0% | -53.3% |
| 3Y | -30.8% | +67.0% | -97.8% | -76.6% |
| All | -55.4% | +86.2% | -141.7% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling