+895.5%
ITOT vs TDY
+3,053.0%
-2,157.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | -1.5% | -12.0% | +10.6% | +3.8% |
| 3M | +3.6% | -3.2% | +6.8% | +4.7% |
| 6M | +13.7% | -7.9% | +21.6% | +17.0% |
| YTD | +12.9% | +18.2% | -5.3% | +4.4% |
| 1Y | +17.2% | +6.7% | +10.5% | +12.7% |
| 3Y | +75.6% | +47.5% | +28.1% | +46.0% |
| 5Y | +75.5% | +39.5% | +36.0% | +48.0% |
| 10Y | +302.0% | +477.2% | -175.2% | +82.8% |
| All | +895.5% | +3,053.0% | -2,157.5% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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