+1,124.0%
TTMI vs IEF
+3.8%
+1,120.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.3% |
| 7D | +0.7% | -1.3% | +2.0% | +0.2% |
| 30D | -8.4% | -1.7% | -6.7% | -8.9% |
| 3M | -32.5% | -2.5% | -29.9% | -33.0% |
| 6M | +32.5% | -3.3% | +35.7% | +30.7% |
| YTD | +83.2% | -2.8% | +86.1% | +81.2% |
| 1Y | +161.7% | -2.7% | +164.4% | +159.0% |
| 3Y | +890.1% | +8.9% | +881.2% | +921.9% |
| 5Y | +832.4% | -9.4% | +841.9% | +620.9% |
| All | +1,124.0% | +3.8% | +1,120.2% | +1,066.7% |
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