+637.8%
TSEM vs IEF
+9.2%
+628.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -4.1% |
| 7D | +0.9% | -1.2% | +2.1% | +0.7% |
| 30D | -16.6% | -1.5% | -15.2% | -16.9% |
| 3M | -10.9% | -1.7% | -9.2% | -11.2% |
| 6M | +78.0% | -3.5% | +81.5% | +76.0% |
| YTD | +77.2% | -2.6% | +79.8% | +75.8% |
| 1Y | +207.6% | -2.4% | +210.0% | +205.5% |
| All | +637.8% | +9.2% | +628.7% | +599.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling