+135.7%
TT vs IEF
-7.6%
+143.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.7% | +4.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -11.8% | +2.7% | -14.5% | -12.8% |
| 3M | -12.6% | -0.8% | -11.8% | -12.3% |
| 6M | -9.4% | -1.7% | -7.7% | -8.8% |
| YTD | +8.8% | -1.6% | +10.5% | +9.5% |
| 1Y | -2.5% | -1.6% | -1.0% | -1.9% |
| 3Y | +95.7% | +12.4% | +83.3% | +85.9% |
| 5Y | +135.7% | -7.6% | +143.3% | +121.0% |
| All | +135.7% | -7.6% | +143.3% | +121.0% |
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