+364.1%
TTD vs IEF
+3.9%
+360.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -7.4% | -1.2% | -6.2% | -7.5% |
| 30D | +3.0% | -1.5% | +4.5% | +2.9% |
| 3M | -27.6% | -1.7% | -25.9% | -27.7% |
| 6M | -49.5% | -3.5% | -46.0% | -49.7% |
| YTD | -63.2% | -2.6% | -60.6% | -63.3% |
| 1Y | -69.7% | -2.4% | -67.3% | -69.8% |
| 3Y | -83.3% | +8.9% | -92.3% | -83.3% |
| 5Y | -80.8% | -9.2% | -71.6% | -83.8% |
| All | +364.1% | +3.9% | +360.2% | +390.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling