+203.6%
TGT vs ITOT
+303.4%
-99.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.6% |
| 7D | -5.2% | -0.9% | -4.3% | -4.5% |
| 30D | +1.2% | -1.5% | +2.6% | +2.4% |
| 3M | +18.4% | +3.6% | +14.8% | +14.8% |
| 6M | +33.4% | +13.7% | +19.8% | +19.4% |
| YTD | +63.8% | +12.9% | +50.9% | +47.3% |
| 1Y | +77.2% | +17.2% | +60.0% | +54.5% |
| 3Y | +41.8% | +75.6% | -33.8% | -11.8% |
| 5Y | -25.5% | +75.5% | -101.0% | -53.6% |
| All | +203.6% | +303.4% | -99.9% | +2.4% |
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