+407.0%
TSM vs IEFA
+65.6%
+341.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +0.7% |
| 7D | +4.8% | -0.5% | +5.2% | +5.4% |
| 30D | +4.0% | -1.1% | +5.1% | +5.7% |
| 3M | +2.0% | +5.1% | -3.1% | -4.3% |
| 6M | +25.5% | +9.3% | +16.2% | +11.8% |
| YTD | +44.0% | +13.0% | +31.0% | +22.8% |
| 1Y | +75.4% | +19.2% | +56.3% | +39.4% |
| All | +407.0% | +65.6% | +341.4% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling