+537.0%
TDG vs IEF
+3.8%
+533.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | -1.9% | -1.3% | -0.5% | -2.3% |
| 30D | -7.7% | -1.7% | -6.0% | -8.2% |
| 3M | -9.3% | -2.5% | -6.8% | -10.0% |
| 6M | -9.4% | -3.3% | -6.1% | -10.4% |
| YTD | -14.3% | -2.8% | -11.4% | -15.1% |
| 1Y | -11.8% | -2.7% | -9.1% | -12.6% |
| 3Y | +52.0% | +8.9% | +43.1% | +57.4% |
| 5Y | +128.8% | -9.4% | +138.2% | +93.6% |
| All | +537.0% | +3.8% | +533.2% | +532.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling