+19.6%
TMO vs ITOT
+75.8%
-56.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | -0.6% | -0.9% | +0.3% | +0.1% |
| 30D | +1.1% | -1.5% | +2.6% | +2.3% |
| 3M | +28.3% | +3.6% | +24.8% | +24.4% |
| 6M | +23.3% | +13.7% | +9.6% | +10.5% |
| YTD | +5.5% | +12.9% | -7.5% | -4.9% |
| 1Y | +24.5% | +17.2% | +7.4% | +8.9% |
| 3Y | +19.6% | +75.6% | -56.1% | -29.9% |
| All | +19.6% | +75.8% | -56.2% | -29.9% |
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