+587.5%
TLN vs ITOT
+86.1%
+501.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.1% |
| 7D | +5.8% | -0.4% | +6.2% | +6.4% |
| 30D | -6.9% | -1.6% | -5.3% | -4.6% |
| 3M | -10.9% | +3.5% | -14.4% | -15.0% |
| 6M | -4.6% | +13.1% | -17.7% | -19.2% |
| YTD | -14.7% | +12.7% | -27.4% | -27.1% |
| 1Y | -17.9% | +18.3% | -36.2% | -33.9% |
| 3Y | +483.9% | +76.4% | +407.5% | +271.7% |
| All | +587.5% | +86.1% | +501.4% | +339.9% |
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