+16.2%
TFC vs IEF
-3.1%
+19.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | +2.3% | -2.0% | +4.2% | +4.7% |
| 30D | +10.8% | +0.7% | +10.1% | +9.9% |
| 3M | -3.8% | -2.5% | -1.3% | -1.0% |
| 6M | +9.6% | -2.6% | +12.1% | +12.6% |
| YTD | +5.8% | -3.2% | +9.0% | +8.2% |
| 1Y | +16.2% | -3.0% | +19.2% | +18.6% |
| All | +16.2% | -3.1% | +19.3% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling