-7.8%
IEF vs TSN
-14.8%
+7.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.2% |
| 7D | -2.0% | -1.4% | -0.5% | -1.9% |
| 30D | +0.7% | +8.5% | -7.8% | +0.5% |
| 3M | -2.5% | +5.3% | -7.8% | -2.6% |
| 6M | -2.6% | -10.5% | +7.9% | -2.3% |
| YTD | -3.2% | +3.0% | -6.2% | -3.4% |
| 1Y | -3.0% | +12.1% | -15.2% | -3.4% |
| 3Y | +10.5% | +43.1% | -32.6% | +9.5% |
| All | -7.8% | -14.8% | +7.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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