+75.6%
ITOT vs TAP
-32.3%
+107.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | -0.9% | -3.9% | +3.0% | -0.6% |
| 30D | -1.5% | -5.3% | +3.8% | -1.0% |
| 3M | +3.6% | -3.8% | +7.3% | +3.8% |
| 6M | +13.7% | -11.4% | +25.1% | +14.9% |
| YTD | +12.9% | -13.7% | +26.7% | +14.1% |
| 1Y | +17.2% | -17.2% | +34.4% | +19.2% |
| 3Y | +75.6% | -33.1% | +108.7% | +82.2% |
| All | +75.6% | -32.3% | +107.9% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling