-2.1%
TLT vs ITOT
+74.3%
-76.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -1.6% | -2.0% | +0.5% | -1.3% |
| 30D | -1.3% | -2.0% | +0.6% | -1.1% |
| 3M | -3.7% | +4.5% | -8.3% | -4.3% |
| 6M | -6.4% | +12.6% | -19.0% | -7.7% |
| YTD | -4.5% | +12.0% | -16.5% | -5.9% |
| 1Y | -5.9% | +17.3% | -23.1% | -7.8% |
| All | -2.1% | +74.3% | -76.4% | -17.6% |
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