+296.8%
ITOT vs TMF
-86.4%
+383.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -5.1% | +4.2% | -1.2% |
| 30D | -1.5% | -4.6% | +3.1% | -1.7% |
| 3M | +3.6% | -16.6% | +20.1% | +2.6% |
| 6M | +13.7% | -19.9% | +33.6% | +12.3% |
| YTD | +12.9% | -20.2% | +33.1% | +11.6% |
| 1Y | +17.2% | -27.7% | +44.9% | +15.2% |
| 3Y | +75.6% | -43.9% | +119.6% | +70.9% |
| 5Y | +75.5% | -88.4% | +163.9% | +42.2% |
| All | +296.8% | -86.4% | +383.2% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling