+125.9%
IEF vs TSN
+607.1%
-481.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.2% |
| 7D | -2.0% | -1.4% | -0.5% | -2.0% |
| 30D | +0.7% | +8.5% | -7.8% | +0.9% |
| 3M | -2.5% | +5.3% | -7.8% | -2.3% |
| 6M | -2.6% | -10.5% | +7.9% | -2.8% |
| YTD | -3.2% | +3.0% | -6.2% | -3.0% |
| 1Y | -3.0% | +12.1% | -15.2% | -2.6% |
| 3Y | +10.5% | +43.1% | -32.6% | +12.0% |
| 5Y | -8.2% | -15.1% | +6.9% | -8.3% |
| 10Y | +6.7% | +14.8% | -8.1% | +8.6% |
| All | +125.9% | +607.1% | -481.2% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling