-72.0%
TTD vs IEF
-1.9%
-70.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.3% |
| 7D | +3.7% | +0.9% | +2.8% | +2.6% |
| 30D | +10.4% | +3.1% | +7.4% | +7.2% |
| 3M | -31.6% | -1.4% | -30.2% | -31.6% |
| 6M | -45.1% | -1.6% | -43.5% | -45.2% |
| YTD | -65.1% | -2.1% | -63.0% | -66.4% |
| 1Y | -72.0% | -2.0% | -70.0% | -73.1% |
| All | -72.0% | -1.9% | -70.1% | -73.1% |
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