+1,643.1%
TSM vs IEF
+7.3%
+1,635.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.8% |
| 7D | +6.2% | -2.0% | +8.2% | +5.2% |
| 30D | -7.3% | +0.7% | -8.0% | -6.9% |
| 3M | -7.1% | -2.5% | -4.6% | -8.0% |
| 6M | +0.2% | -2.6% | +2.8% | -0.9% |
| YTD | +32.2% | -3.2% | +35.4% | +30.3% |
| 1Y | +42.8% | -3.0% | +45.8% | +40.8% |
| 3Y | +330.4% | +10.5% | +319.9% | +353.2% |
| 5Y | +263.9% | -8.2% | +272.1% | +212.8% |
| All | +1,643.1% | +7.3% | +1,635.7% | +1,726.7% |
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