+215.7%
IEFA vs TSEM
+2,637.5%
-2,421.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +1.2% | +10.4% | -9.3% | -0.3% |
| 30D | -0.6% | -12.9% | +12.4% | +1.1% |
| 3M | +6.2% | -9.2% | +15.4% | +5.9% |
| 6M | +11.2% | +98.8% | -87.6% | -2.7% |
| YTD | +14.2% | +87.2% | -73.0% | +0.2% |
| 1Y | +20.0% | +239.0% | -218.9% | -4.5% |
| 3Y | +68.8% | +679.5% | -610.7% | +15.0% |
| 5Y | +52.7% | +667.3% | -614.6% | +2.6% |
| 10Y | +144.2% | +1,301.0% | -1,156.8% | +46.1% |
| All | +215.7% | +2,637.5% | -2,421.8% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling