+237.2%
TFC vs ITOT
+896.7%
-659.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -1.3% | 0.0% | -1.3% | -1.4% |
| 3M | +6.1% | +2.0% | +4.1% | +2.8% |
| 6M | +7.3% | +13.0% | -5.7% | -9.1% |
| YTD | +8.2% | +14.0% | -5.8% | -9.4% |
| 1Y | +14.4% | +19.9% | -5.5% | -10.5% |
| 3Y | +93.7% | +75.8% | +17.9% | -7.9% |
| 5Y | +16.4% | +73.8% | -57.5% | -44.1% |
| 10Y | +101.6% | +295.9% | -194.3% | -66.9% |
| All | +237.2% | +896.7% | -659.5% | -80.5% |
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