+740.1%
TEAM vs ITOT
+325.0%
+415.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.2% |
| 7D | -5.7% | +0.7% | -6.3% | -6.4% |
| 30D | +18.3% | -1.1% | +19.5% | +20.2% |
| 3M | +80.2% | +3.9% | +76.3% | +71.9% |
| 6M | +111.0% | +14.7% | +96.2% | +76.5% |
| YTD | +8.8% | +13.3% | -4.5% | -7.7% |
| 1Y | +2.2% | +19.1% | -17.0% | -18.9% |
| 3Y | -14.6% | +77.3% | -91.9% | -57.9% |
| 5Y | -53.8% | +74.1% | -127.9% | -75.3% |
| 10Y | +475.2% | +293.1% | +182.1% | +27.0% |
| All | +740.1% | +325.0% | +415.1% | +61.5% |
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 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