+5,176.6%
TT vs IEF
+127.6%
+5,048.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +0.9% |
| 7D | +3.5% | -0.8% | +4.3% | +2.7% |
| 30D | -11.0% | +2.0% | -13.1% | -9.0% |
| 3M | -12.0% | -1.1% | -11.0% | -12.9% |
| 6M | -10.4% | -1.9% | -8.5% | -12.3% |
| YTD | +9.9% | -2.2% | +12.2% | +7.2% |
| 1Y | +1.5% | -2.3% | +3.8% | -1.2% |
| 3Y | +93.7% | +11.6% | +82.1% | +119.1% |
| 5Y | +139.2% | -7.1% | +146.3% | +104.4% |
| 10Y | +741.5% | +7.8% | +733.7% | +826.4% |
| All | +5,176.6% | +127.6% | +5,048.9% | +22,568.7% |
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