+957.3%
TT vs IEF
+4.6%
+952.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.3% |
| 30D | -6.7% | -0.6% | -6.1% | -6.8% |
| 3M | -5.4% | -1.0% | -4.4% | -5.6% |
| 6M | +4.4% | -3.1% | +7.4% | +3.5% |
| YTD | +14.9% | -1.9% | +16.8% | +14.3% |
| 1Y | +9.3% | -1.4% | +10.6% | +8.9% |
| 3Y | +121.7% | +9.8% | +112.0% | +127.8% |
| 5Y | +148.2% | -8.8% | +157.0% | +103.1% |
| 10Y | +957.3% | +4.7% | +952.6% | +954.9% |
| All | +957.3% | +4.6% | +952.7% | +954.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling