+126.9%
TD vs ITOT
+74.3%
+52.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -0.5% | -0.9% | +0.4% | 0.0% |
| 30D | -1.9% | -1.5% | -0.4% | -1.0% |
| 3M | +4.8% | +3.6% | +1.2% | +2.4% |
| 6M | +28.0% | +13.7% | +14.3% | +18.0% |
| YTD | +30.3% | +12.9% | +17.4% | +20.7% |
| 1Y | +59.8% | +17.2% | +42.6% | +44.6% |
| 3Y | +124.7% | +75.6% | +49.1% | +53.4% |
| All | +126.9% | +74.3% | +52.6% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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