+315.1%
IVV vs TT
+887.4%
-572.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | -7.2% | +7.2% | +3.2% |
| 3M | +2.0% | -3.0% | +5.0% | +2.8% |
| 6M | +13.0% | +1.4% | +11.7% | +11.3% |
| YTD | +13.6% | +15.9% | -2.3% | +4.9% |
| 1Y | +20.1% | +9.4% | +10.7% | +13.3% |
| 3Y | +77.6% | +124.4% | -46.8% | +17.1% |
| 5Y | +82.5% | +138.0% | -55.5% | +14.0% |
| All | +315.1% | +887.4% | -572.3% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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