+411.0%
TSM vs IEF
+9.9%
+401.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.3% |
| 7D | +6.0% | +0.1% | +6.0% | +6.0% |
| 30D | +4.5% | -0.7% | +5.2% | +4.5% |
| 3M | +3.1% | -0.4% | +3.5% | +3.1% |
| 6M | +30.2% | -2.5% | +32.7% | +29.3% |
| YTD | +45.2% | -1.6% | +46.8% | +44.8% |
| 1Y | +79.6% | -1.3% | +80.9% | +79.3% |
| 3Y | +411.0% | +10.1% | +400.9% | +408.1% |
| All | +411.0% | +9.9% | +401.1% | +408.1% |
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