+1,282.5%
TSEM vs IEF
+3.8%
+1,278.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.6% |
| 7D | -4.9% | -1.3% | -3.5% | -5.6% |
| 30D | -18.7% | -1.7% | -17.0% | -19.6% |
| 3M | -18.1% | -2.5% | -15.6% | -19.3% |
| 6M | +77.1% | -3.3% | +80.3% | +73.4% |
| YTD | +80.1% | -2.8% | +83.0% | +76.9% |
| 1Y | +220.4% | -2.7% | +223.1% | +215.1% |
| 3Y | +650.1% | +8.9% | +641.2% | +690.8% |
| 5Y | +628.9% | -9.4% | +638.3% | +492.4% |
| All | +1,282.5% | +3.8% | +1,278.7% | +1,318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling