+12,241.4%
TSM vs IEF
+127.6%
+12,113.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.2% |
| 7D | +4.4% | -0.8% | +5.2% | +3.6% |
| 30D | -7.0% | +2.0% | -9.0% | -4.6% |
| 3M | -1.8% | -1.1% | -0.7% | -2.7% |
| 6M | +2.7% | -1.9% | +4.6% | +0.5% |
| YTD | +37.1% | -2.2% | +39.3% | +33.4% |
| 1Y | +43.5% | -2.3% | +45.8% | +39.4% |
| 3Y | +341.5% | +11.6% | +329.9% | +404.1% |
| 5Y | +278.9% | -7.1% | +285.9% | +230.7% |
| 10Y | +1,641.8% | +7.8% | +1,634.0% | +1,842.2% |
| All | +12,241.4% | +127.6% | +12,113.8% | +95,050.4% |
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