+1,779.8%
TSM vs IEFA
+148.3%
+1,631.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | 0.0% |
| 7D | +1.0% | -1.6% | +2.6% | +2.9% |
| 30D | +1.0% | -1.5% | +2.4% | +2.8% |
| 3M | +2.9% | +3.4% | -0.5% | -0.7% |
| 6M | +22.8% | +9.5% | +13.3% | +11.3% |
| YTD | +43.3% | +13.0% | +30.3% | +25.4% |
| 1Y | +69.2% | +18.0% | +51.2% | +41.3% |
| 3Y | +404.5% | +65.4% | +339.1% | +191.3% |
| 5Y | +282.2% | +51.6% | +230.6% | +144.8% |
| All | +1,779.8% | +148.3% | +1,631.4% | +657.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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