+100.3%
TLT vs ITOT
+891.2%
-790.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | -0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.6% |
| 30D | -0.3% | -1.1% | +0.8% | -0.5% |
| 3M | -1.7% | +3.9% | -5.6% | -0.9% |
| 6M | -4.9% | +14.7% | -19.6% | -1.8% |
| YTD | -2.8% | +13.3% | -16.1% | +0.1% |
| 1Y | -4.2% | +19.1% | -23.4% | -0.2% |
| 3Y | -1.1% | +77.3% | -78.4% | +14.0% |
| 5Y | -33.7% | +74.1% | -107.8% | -23.8% |
| 10Y | -20.7% | +293.1% | -313.8% | +21.1% |
| All | +100.3% | +891.2% | -790.8% | +309.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling