+802.2%
TTMI vs IEF
-9.3%
+811.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.2% |
| 7D | +6.0% | -1.2% | +7.2% | +6.6% |
| 30D | -6.4% | -1.5% | -5.0% | -5.8% |
| 3M | -28.9% | -1.7% | -27.3% | -28.4% |
| 6M | +26.9% | -3.5% | +30.4% | +28.9% |
| YTD | +77.3% | -2.6% | +79.9% | +79.6% |
| 1Y | +147.5% | -2.4% | +149.9% | +150.5% |
| 3Y | +847.6% | +8.9% | +838.7% | +803.3% |
| 5Y | +802.2% | -9.2% | +811.5% | +715.9% |
| All | +802.2% | -9.3% | +811.5% | +715.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling