+1,538.2%
TD vs ITOT
+885.8%
+652.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -1.9% | -0.4% | -1.6% | -1.6% |
| 30D | -1.6% | -1.6% | 0.0% | -0.2% |
| 3M | +4.6% | +3.5% | +1.1% | +1.3% |
| 6M | +26.8% | +13.1% | +13.7% | +13.5% |
| YTD | +28.3% | +12.7% | +15.6% | +15.2% |
| 1Y | +60.4% | +18.3% | +42.1% | +37.8% |
| 3Y | +125.7% | +76.4% | +49.3% | +31.9% |
| 5Y | +122.4% | +73.8% | +48.6% | +29.4% |
| 10Y | +297.1% | +301.2% | -4.1% | +2.8% |
| All | +1,538.2% | +885.8% | +652.4% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling