+12,926.4%
TDG vs IEF
+90.5%
+12,835.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.0% |
| 7D | -1.9% | -1.3% | -0.5% | -3.0% |
| 30D | -7.7% | -1.7% | -6.0% | -9.1% |
| 3M | -9.3% | -2.5% | -6.8% | -11.3% |
| 6M | -9.4% | -3.3% | -6.1% | -12.1% |
| YTD | -14.3% | -2.8% | -11.4% | -16.5% |
| 1Y | -11.8% | -2.7% | -9.1% | -14.1% |
| 3Y | +52.0% | +8.9% | +43.1% | +64.1% |
| 5Y | +128.8% | -9.4% | +138.2% | +96.6% |
| 10Y | +543.8% | +3.7% | +540.2% | +562.3% |
| All | +12,926.4% | +90.5% | +12,835.9% | +29,418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling