-53.1%
TE vs ITOT
+148.1%
-201.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | -0.3% |
| 7D | +0.2% | -0.9% | +1.1% | +1.3% |
| 30D | -5.9% | -1.5% | -4.5% | -4.0% |
| 3M | -45.6% | +3.6% | -49.1% | -46.9% |
| 6M | -43.4% | +13.7% | -57.1% | -49.5% |
| YTD | -31.0% | +12.9% | -43.9% | -37.6% |
| 1Y | +145.2% | +17.2% | +128.0% | +115.9% |
| 3Y | -24.1% | +75.6% | -99.7% | -49.9% |
| 5Y | -48.1% | +75.5% | -123.6% | -66.1% |
| All | -53.1% | +148.1% | -201.1% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling