+52.4%
EFA vs TSEM
+610.6%
-558.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.5% |
| 30D | -2.2% | -16.6% | +14.4% | -0.4% |
| 3M | +5.7% | -10.9% | +16.6% | +5.6% |
| 6M | +8.2% | +78.0% | -69.8% | -2.2% |
| YTD | +11.8% | +77.2% | -65.4% | +0.5% |
| 1Y | +18.3% | +207.6% | -189.3% | -2.1% |
| 3Y | +64.9% | +637.8% | -572.9% | +16.6% |
| 5Y | +52.4% | +617.0% | -564.6% | +7.5% |
| All | +52.4% | +610.6% | -558.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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