+10.7%
TTMI vs IEF
-1.9%
+12.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.5% | -10.7% | -10.1% |
| 7D | -19.2% | +0.9% | -20.1% | -19.3% |
| 30D | -44.9% | +3.1% | -48.0% | -47.2% |
| 3M | -44.7% | -1.4% | -43.4% | -40.8% |
| 6M | -53.4% | -1.6% | -51.8% | -49.8% |
| YTD | +6.3% | -2.1% | +8.5% | +17.1% |
| 1Y | +10.7% | -2.0% | +12.7% | +21.5% |
| All | +10.7% | -1.9% | +12.6% | +21.5% |
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