-75.3%
TTD vs IEF
+10.9%
-86.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +21.3% | -2.0% | +23.2% | +21.2% |
| 30D | +28.7% | +0.7% | +28.0% | +28.6% |
| 3M | +7.7% | -2.5% | +10.2% | +7.2% |
| 6M | -23.5% | -2.6% | -20.9% | -23.9% |
| YTD | -58.7% | -3.2% | -55.5% | -59.1% |
| 1Y | -63.4% | -3.0% | -60.4% | -63.7% |
| 3Y | -75.3% | +10.5% | -85.8% | -77.3% |
| All | -75.3% | +10.9% | -86.2% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling