+247.0%
TFC vs IEF
+125.4%
+121.6%
-66.6%
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% | +0.9% |
| 7D | +2.3% | -2.0% | +4.2% | -0.6% |
| 30D | +10.8% | +0.7% | +10.1% | +11.8% |
| 3M | -3.8% | -2.5% | -1.3% | -7.3% |
| 6M | +9.6% | -2.6% | +12.1% | +5.2% |
| YTD | +5.8% | -3.2% | +9.0% | +0.5% |
| 1Y | +16.2% | -3.0% | +19.2% | +10.6% |
| 3Y | +96.0% | +10.5% | +85.4% | +126.6% |
| 5Y | +1.7% | -8.2% | +9.9% | -17.0% |
| 10Y | +79.9% | +6.7% | +73.1% | +102.7% |
| All | +247.0% | +125.4% | +121.6% | +1,087.4% |
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