+776.1%
IVV vs TT
+4,425.2%
-3,649.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | +0.1% | -7.4% | +7.5% | +3.1% |
| 3M | +2.0% | -3.2% | +5.2% | +2.9% |
| 6M | +13.0% | +1.1% | +11.9% | +11.6% |
| YTD | +13.6% | +15.6% | -2.0% | +5.8% |
| 1Y | +20.1% | +9.2% | +10.9% | +14.1% |
| 3Y | +77.6% | +124.4% | -46.8% | +23.3% |
| 5Y | +82.5% | +138.0% | -55.5% | +21.9% |
| 10Y | +316.5% | +886.4% | -569.9% | +53.0% |
| All | +776.1% | +4,425.2% | -3,649.1% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling