+124.3%
TDG vs ITOT
+74.3%
+50.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.4% |
| 7D | -1.9% | -0.9% | -1.0% | -1.0% |
| 30D | -7.7% | -1.5% | -6.3% | -6.4% |
| 3M | -9.3% | +3.6% | -12.9% | -12.5% |
| 6M | -9.4% | +13.7% | -23.1% | -20.1% |
| YTD | -14.3% | +12.9% | -27.2% | -23.9% |
| 1Y | -11.8% | +17.2% | -29.0% | -24.8% |
| 3Y | +52.0% | +75.6% | -23.7% | -16.0% |
| All | +124.3% | +74.3% | +50.0% | +25.8% |
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