+67.8%
IVV vs TT
+128.8%
-61.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -2.7% |
| 7D | -4.8% | -9.0% | +4.2% | -1.3% |
| 30D | -5.9% | -17.6% | +11.7% | +1.1% |
| 3M | -4.5% | -18.7% | +14.1% | +3.0% |
| 6M | +1.8% | -17.4% | +19.3% | +8.7% |
| YTD | +8.4% | +1.5% | +6.8% | +5.5% |
| 1Y | +9.4% | -9.4% | +18.8% | +11.7% |
| 3Y | +75.3% | +85.1% | -9.8% | +26.9% |
| 5Y | +67.8% | +125.7% | -58.0% | +0.1% |
| All | +67.8% | +128.8% | -61.0% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling