+895.5%
ITOT vs TCOM
+1,843.8%
-948.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.9% | -4.9% | +4.0% | -0.1% |
| 30D | -1.5% | -14.4% | +12.9% | +0.9% |
| 3M | +3.6% | -17.7% | +21.2% | +6.4% |
| 6M | +13.7% | -25.1% | +38.8% | +18.5% |
| YTD | +12.9% | -45.7% | +58.7% | +23.3% |
| 1Y | +17.2% | -47.9% | +65.0% | +28.6% |
| 3Y | +75.6% | +8.9% | +66.7% | +66.7% |
| 5Y | +75.5% | +26.9% | +48.6% | +54.5% |
| 10Y | +302.0% | -11.2% | +313.1% | +256.3% |
| All | +895.5% | +1,843.8% | -948.3% | +405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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