+9.2%
TT vs IEF
-0.2%
+9.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -0.2% | -0.3% | +0.1% | +0.1% |
| 30D | -7.4% | -0.8% | -6.6% | -6.4% |
| 3M | -3.2% | -1.0% | -2.2% | -2.1% |
| 6M | +1.1% | -2.8% | +3.9% | +3.1% |
| YTD | +15.6% | -1.5% | +17.1% | +17.7% |
| 1Y | +9.2% | -0.4% | +9.6% | +10.8% |
| All | +9.2% | -0.2% | +9.4% | +10.8% |
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