+171.4%
TSEM vs IEF
+129.1%
+42.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.2% |
| 7D | +10.4% | +0.1% | +10.4% | +10.5% |
| 30D | -12.9% | -0.7% | -12.2% | -13.6% |
| 3M | -9.2% | -0.4% | -8.7% | -9.6% |
| 6M | +98.8% | -2.5% | +101.3% | +92.5% |
| YTD | +87.2% | -1.6% | +88.8% | +83.4% |
| 1Y | +239.0% | -1.3% | +240.3% | +233.5% |
| 3Y | +679.5% | +10.1% | +669.4% | +774.6% |
| 5Y | +667.3% | -8.3% | +675.6% | +553.6% |
| 10Y | +1,301.0% | +4.5% | +1,296.5% | +1,391.8% |
| All | +171.4% | +129.1% | +42.3% | +717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling