+63.7%
IEFA vs TSEM
+633.2%
-569.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.5% |
| 7D | -2.4% | +0.9% | -3.3% | -2.5% |
| 30D | -2.1% | -16.6% | +14.5% | -0.4% |
| 3M | +5.5% | -10.9% | +16.4% | +5.4% |
| 6M | +8.1% | +78.0% | -69.9% | -1.8% |
| YTD | +11.9% | +77.2% | -65.3% | +1.0% |
| 1Y | +18.1% | +207.6% | -189.5% | -2.0% |
| All | +63.7% | +633.2% | -569.4% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling