+100.3%
TLT vs ITOT
+896.7%
-796.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | -2.7% | +2.0% | -4.7% | -2.3% |
| 6M | -5.6% | +13.0% | -18.7% | -2.9% |
| YTD | -2.8% | +14.0% | -16.7% | +0.2% |
| 1Y | -1.4% | +19.9% | -21.3% | +2.9% |
| 3Y | -1.6% | +75.8% | -77.4% | +13.1% |
| 5Y | -33.8% | +73.8% | -107.7% | -23.9% |
| 10Y | -21.1% | +295.9% | -317.0% | +20.6% |
| All | +100.3% | +896.7% | -796.4% | +310.2% |
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