-72.2%
TTD vs IEF
-0.2%
-72.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | +6.3% | -0.3% | +6.6% | +6.5% |
| 30D | -23.9% | -0.8% | -23.1% | -23.6% |
| 3M | -31.4% | -1.0% | -30.4% | -31.2% |
| 6M | -42.7% | -2.8% | -39.9% | -43.8% |
| YTD | -62.0% | -1.5% | -60.5% | -62.8% |
| 1Y | -72.2% | -0.4% | -71.8% | -72.0% |
| All | -72.2% | -0.2% | -72.0% | -72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling