+41.8%
TGT vs ITOT
+75.8%
-34.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.6% |
| 7D | -5.2% | -0.9% | -4.3% | -4.6% |
| 30D | +1.2% | -1.5% | +2.6% | +2.3% |
| 3M | +18.4% | +3.6% | +14.8% | +14.9% |
| 6M | +33.4% | +13.7% | +19.8% | +19.5% |
| YTD | +63.8% | +12.9% | +50.9% | +47.4% |
| 1Y | +77.2% | +17.2% | +60.0% | +54.3% |
| 3Y | +41.8% | +75.6% | -33.8% | -14.1% |
| All | +41.8% | +75.8% | -34.0% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling