+476.5%
TSEM vs IEF
+10.9%
+465.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -7.0% |
| 7D | +7.0% | -2.0% | +8.9% | +6.1% |
| 30D | -29.8% | +0.7% | -30.5% | -29.8% |
| 3M | -41.9% | -2.5% | -39.4% | -42.4% |
| 6M | -45.8% | -2.6% | -43.2% | -46.2% |
| YTD | +25.1% | -3.2% | +28.3% | +23.6% |
| 1Y | +48.2% | -3.0% | +51.3% | +46.6% |
| 3Y | +476.5% | +10.5% | +466.0% | +453.1% |
| All | +476.5% | +10.9% | +465.6% | +453.1% |
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