+379.4%
TTD vs IEF
+5.1%
+374.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | +6.3% | -0.3% | +6.6% | +6.3% |
| 30D | -23.9% | -0.8% | -23.1% | -23.9% |
| 3M | -31.4% | -1.0% | -30.4% | -31.5% |
| 6M | -42.7% | -2.8% | -39.9% | -42.9% |
| YTD | -62.0% | -1.5% | -60.5% | -62.1% |
| 1Y | -72.2% | -0.4% | -71.8% | -72.2% |
| 3Y | -81.9% | +9.7% | -91.6% | -81.9% |
| 5Y | -81.5% | -8.3% | -73.2% | -84.5% |
| All | +379.4% | +5.1% | +374.3% | +407.3% |
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 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