+3,906.6%
TSM vs IEFA
+217.0%
+3,689.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.7% |
| 7D | +2.7% | +0.6% | +2.1% | +2.1% |
| 30D | +3.6% | +1.0% | +2.6% | +2.5% |
| 3M | -3.4% | +4.7% | -8.1% | -7.5% |
| 6M | +20.6% | +8.6% | +12.0% | +11.3% |
| YTD | +41.9% | +14.8% | +27.0% | +23.6% |
| 1Y | +84.4% | +22.6% | +61.8% | +50.3% |
| 3Y | +380.2% | +67.0% | +313.2% | +188.5% |
| 5Y | +275.3% | +52.3% | +223.1% | +149.0% |
| 10Y | +1,751.4% | +147.3% | +1,604.0% | +709.0% |
| All | +3,906.6% | +217.0% | +3,689.6% | +1,281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling