+5,463.0%
TT vs IEF
+129.4%
+5,333.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | 0.0% | -0.3% | +0.3% | -0.3% |
| 30D | -7.2% | -0.8% | -6.4% | -7.9% |
| 3M | -3.0% | -1.0% | -2.0% | -4.0% |
| 6M | +1.4% | -2.8% | +4.1% | -1.9% |
| YTD | +15.9% | -1.5% | +17.4% | +13.7% |
| 1Y | +9.4% | -0.4% | +9.8% | +8.6% |
| 3Y | +124.4% | +9.7% | +114.7% | +146.9% |
| 5Y | +138.0% | -8.3% | +146.3% | +97.8% |
| 10Y | +886.4% | +4.6% | +881.8% | +931.1% |
| All | +5,463.0% | +129.4% | +5,333.6% | +23,957.2% |
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