+95.0%
TLT vs ITOT
+875.1%
-780.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.5% |
| 7D | -3.1% | +2.5% | -5.6% | -2.6% |
| 30D | +1.0% | -1.7% | +2.7% | +0.7% |
| 3M | -2.7% | -3.4% | +0.6% | -3.4% |
| 6M | -4.1% | +2.1% | -6.3% | -3.6% |
| YTD | -5.4% | +11.5% | -16.8% | -2.9% |
| 1Y | -7.0% | +13.6% | -20.6% | -4.2% |
| 3Y | +2.8% | +77.2% | -74.4% | +18.6% |
| 5Y | -35.4% | +64.4% | -99.7% | -26.8% |
| 10Y | -13.1% | +288.6% | -301.7% | +32.4% |
| All | +95.0% | +875.1% | -780.0% | +297.6% |
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 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