+14.5%
TFC vs IEF
-8.6%
+23.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -2.3% | -0.6% | -1.8% | -2.4% |
| 3M | +2.5% | -1.0% | +3.5% | +2.4% |
| 6M | +9.5% | -3.1% | +12.5% | +9.0% |
| YTD | +5.1% | -1.9% | +6.9% | +4.8% |
| 1Y | +15.5% | -1.4% | +16.8% | +15.3% |
| 3Y | +95.2% | +9.8% | +85.4% | +97.1% |
| 5Y | +14.5% | -8.8% | +23.3% | -17.0% |
| All | +14.5% | -8.6% | +23.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling