+285.0%
TSM vs IEF
-8.6%
+293.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.8% | -0.3% | +5.1% | +4.8% |
| 30D | +4.0% | -0.6% | +4.6% | +4.0% |
| 3M | +2.0% | -1.0% | +3.0% | +2.0% |
| 6M | +25.5% | -3.1% | +28.6% | +25.3% |
| YTD | +44.0% | -1.9% | +45.9% | +44.0% |
| 1Y | +75.4% | -1.4% | +76.8% | +75.5% |
| 3Y | +406.7% | +9.8% | +397.0% | +403.3% |
| 5Y | +285.0% | -8.8% | +293.8% | +243.2% |
| All | +285.0% | -8.6% | +293.6% | +243.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling