-52.7%
TEAM vs ITOT
+71.8%
-124.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +2.2% |
| 7D | -7.8% | -2.0% | -5.7% | -4.4% |
| 30D | +16.5% | -2.0% | +18.5% | +20.8% |
| 3M | +96.2% | +4.5% | +91.6% | +81.3% |
| 6M | +130.2% | +12.6% | +117.5% | +85.0% |
| YTD | +10.7% | +12.0% | -1.2% | -10.4% |
| 1Y | +3.0% | +17.3% | -14.2% | -23.7% |
| 3Y | -13.1% | +75.2% | -88.3% | -70.4% |
| 5Y | -52.7% | +74.0% | -126.8% | -81.5% |
| All | -52.7% | +71.8% | -124.6% | -81.5% |
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 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