+25.4%
TMO vs ITOT
+14.7%
+10.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | +4.3% | -1.1% | +5.4% | +5.0% |
| 3M | +25.1% | -0.8% | +26.0% | +25.7% |
| 6M | +52.9% | +7.0% | +45.9% | +44.0% |
| YTD | +22.2% | +13.3% | +8.9% | +9.3% |
| 1Y | +25.4% | +14.8% | +10.5% | +11.3% |
| All | +25.4% | +14.7% | +10.7% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling