-48.1%
TOST vs ITOT
+78.1%
-126.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.5% |
| 7D | -4.7% | -0.4% | -4.3% | -4.0% |
| 30D | -9.1% | -1.6% | -7.5% | -6.4% |
| 3M | +29.8% | +3.5% | +26.3% | +20.9% |
| 6M | +10.0% | +13.1% | -3.1% | -14.5% |
| YTD | -8.6% | +12.7% | -21.3% | -28.4% |
| 1Y | -20.7% | +18.3% | -39.0% | -43.5% |
| 3Y | +55.7% | +76.4% | -20.7% | -51.6% |
| All | -48.1% | +78.1% | -126.2% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling