+123.0%
TT vs IEF
+10.3%
+112.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -7.2% | -0.8% | -6.4% | -6.8% |
| 3M | -3.0% | -1.0% | -2.0% | -2.6% |
| 6M | +1.4% | -2.8% | +4.1% | +2.3% |
| YTD | +15.9% | -1.5% | +17.4% | +16.6% |
| 1Y | +9.4% | -0.4% | +9.8% | +9.8% |
| All | +123.0% | +10.3% | +112.6% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling