+75.1%
ITOT vs TMF
-88.5%
+163.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -5.1% | +4.2% | -0.7% |
| 30D | -1.5% | -4.6% | +3.1% | -1.3% |
| 3M | +3.6% | -16.6% | +20.1% | +4.2% |
| 6M | +13.7% | -19.9% | +33.6% | +14.5% |
| YTD | +12.9% | -20.2% | +33.1% | +13.7% |
| 1Y | +17.2% | -27.7% | +44.9% | +18.3% |
| 3Y | +75.6% | -43.9% | +119.6% | +76.7% |
| All | +75.1% | -88.5% | +163.6% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling