+72.6%
TEL vs IEF
+9.0%
+63.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | -0.7% | -1.7% | +1.1% | -0.1% |
| 3M | +2.4% | -2.5% | +5.0% | +3.2% |
| 6M | +4.1% | -3.3% | +7.4% | +5.0% |
| YTD | -5.8% | -2.8% | -3.0% | -5.0% |
| 1Y | +0.9% | -2.7% | +3.6% | +1.8% |
| 3Y | +72.6% | +8.9% | +63.7% | +62.2% |
| All | +72.6% | +9.0% | +63.6% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling