+3,704.4%
TTMI vs IEF
+129.1%
+3,575.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +2.9% |
| 7D | +12.2% | +0.1% | +12.1% | +12.3% |
| 30D | -5.7% | -0.7% | -5.0% | -6.6% |
| 3M | -27.5% | -0.4% | -27.1% | -27.9% |
| 6M | +47.1% | -2.5% | +49.6% | +41.4% |
| YTD | +87.5% | -1.6% | +89.1% | +82.4% |
| 1Y | +175.2% | -1.3% | +176.5% | +169.2% |
| 3Y | +901.9% | +10.1% | +891.8% | +1,024.6% |
| 5Y | +843.5% | -8.3% | +851.8% | +648.6% |
| 10Y | +1,077.0% | +4.5% | +1,072.5% | +1,134.5% |
| All | +3,704.4% | +129.1% | +3,575.3% | +23,464.7% |
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 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