+293.7%
TMUS vs ITOT
+611.4%
-317.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +4.9% | +2.5% | +2.4% | +2.7% |
| 30D | +7.7% | -1.7% | +9.4% | +9.0% |
| 3M | -6.8% | -3.4% | -3.4% | -4.5% |
| 6M | -9.7% | +2.1% | -11.8% | -12.3% |
| YTD | -15.0% | +11.5% | -26.4% | -24.4% |
| 1Y | -19.1% | +13.6% | -32.7% | -29.4% |
| 3Y | +21.4% | +77.2% | -55.8% | -32.5% |
| 5Y | +51.2% | +64.4% | -13.2% | -11.9% |
| 10Y | +240.2% | +288.6% | -48.4% | -21.0% |
| All | +293.7% | +611.4% | -317.7% | -43.1% |
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