+22.6%
IEFA vs TSEM
+259.4%
-236.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -0.5% |
| 7D | +0.6% | +6.9% | -6.3% | 0.0% |
| 30D | +1.0% | +5.3% | -4.3% | +0.4% |
| 3M | +4.7% | -14.9% | +19.6% | +5.0% |
| 6M | +8.6% | +80.0% | -71.5% | +1.6% |
| YTD | +14.8% | +89.4% | -74.5% | +6.6% |
| 1Y | +22.6% | +253.1% | -230.5% | +6.8% |
| All | +22.6% | +259.4% | -236.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling