+1,199.2%
TNA vs ITOT
+1,089.9%
+109.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -0.8% |
| 7D | -7.6% | -2.0% | -5.6% | -0.7% |
| 30D | -13.6% | -2.0% | -11.7% | -7.3% |
| 3M | +2.8% | +4.5% | -1.7% | -11.0% |
| 6M | +34.5% | +12.6% | +21.9% | -7.0% |
| YTD | +41.0% | +12.0% | +29.0% | +1.1% |
| 1Y | +52.0% | +17.3% | +34.8% | -4.3% |
| 3Y | +103.5% | +75.2% | +28.2% | -60.0% |
| 5Y | -22.5% | +74.0% | -96.6% | -78.8% |
| 10Y | +81.9% | +298.6% | -216.7% | -94.5% |
| All | +1,199.2% | +1,089.9% | +109.3% | -97.8% |
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