-50.0%
TE vs ITOT
+147.6%
-197.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.3% |
| 7D | +15.0% | -0.4% | +15.4% | +15.5% |
| 30D | -7.5% | -1.6% | -6.0% | -5.6% |
| 3M | -42.0% | +3.5% | -45.5% | -43.3% |
| 6M | -31.4% | +13.1% | -44.5% | -38.6% |
| YTD | -26.5% | +12.7% | -39.2% | -33.4% |
| 1Y | +153.1% | +18.3% | +134.8% | +120.6% |
| 3Y | -20.7% | +76.4% | -97.1% | -47.8% |
| 5Y | -45.4% | +73.8% | -119.2% | -64.3% |
| All | -50.0% | +147.6% | -197.6% | -67.8% |
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