+12,926.4%
TDG vs ITOT
+728.8%
+12,197.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.3% |
| 7D | -1.9% | -0.9% | -1.0% | -0.9% |
| 30D | -7.7% | -1.5% | -6.3% | -6.3% |
| 3M | -9.3% | +3.6% | -12.9% | -12.6% |
| 6M | -9.4% | +13.7% | -23.1% | -20.6% |
| YTD | -14.3% | +12.9% | -27.2% | -24.4% |
| 1Y | -11.8% | +17.2% | -29.0% | -25.4% |
| 3Y | +52.0% | +75.6% | -23.7% | -16.1% |
| 5Y | +128.8% | +75.5% | +53.4% | +27.3% |
| 10Y | +543.8% | +302.0% | +241.9% | +66.9% |
| All | +12,926.4% | +728.8% | +12,197.6% | +1,596.8% |
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 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