+280.2%
TSM vs IEFA
+50.2%
+230.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | -0.1% |
| 7D | +1.0% | -1.6% | +2.6% | +3.1% |
| 30D | +1.0% | -1.5% | +2.4% | +3.0% |
| 3M | +2.9% | +3.4% | -0.5% | -1.1% |
| 6M | +22.8% | +9.5% | +13.3% | +10.1% |
| YTD | +43.3% | +13.0% | +30.3% | +23.5% |
| 1Y | +69.2% | +18.0% | +51.2% | +38.5% |
| 3Y | +404.5% | +65.4% | +339.1% | +174.8% |
| All | +280.2% | +50.2% | +230.0% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling