+577.6%
TGT vs ITOT
+879.4%
-301.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -5.0% | -2.0% | -3.0% | -3.3% |
| 30D | +3.0% | -2.0% | +5.0% | +4.8% |
| 3M | +22.6% | +4.5% | +18.1% | +17.6% |
| 6M | +31.2% | +12.6% | +18.6% | +17.4% |
| YTD | +63.7% | +12.0% | +51.7% | +47.1% |
| 1Y | +78.5% | +17.3% | +61.2% | +54.0% |
| 3Y | +40.5% | +75.2% | -34.7% | -15.3% |
| 5Y | -25.6% | +74.0% | -99.6% | -54.5% |
| 10Y | +204.7% | +298.6% | -93.9% | -14.0% |
| All | +577.6% | +879.4% | -301.8% | -19.3% |
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