+148.6%
TE vs ITOT
+20.8%
+127.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +2.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -15.9% | 0.0% | -15.9% | -15.5% |
| 3M | -60.5% | +2.0% | -62.5% | -61.5% |
| 6M | -35.2% | +13.0% | -48.3% | -48.4% |
| YTD | -31.1% | +14.0% | -45.1% | -46.1% |
| 1Y | +148.6% | +19.9% | +128.7% | +102.5% |
| All | +148.6% | +20.8% | +127.8% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling