+887.2%
ITOT vs TAP
+135.8%
+751.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | -5.3% | +3.2% | -0.4% |
| 30D | -2.0% | -7.4% | +5.4% | +0.2% |
| 3M | +4.5% | -4.9% | +9.5% | +5.6% |
| 6M | +12.6% | -14.2% | +26.8% | +17.0% |
| YTD | +12.0% | -14.8% | +26.8% | +16.1% |
| 1Y | +17.3% | -18.1% | +35.4% | +22.6% |
| 3Y | +75.2% | -32.7% | +108.0% | +91.8% |
| 5Y | +74.0% | -0.5% | +74.5% | +63.8% |
| 10Y | +298.6% | -50.4% | +349.1% | +345.6% |
| All | +887.2% | +135.8% | +751.4% | +563.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling