+149.8%
TOST vs ITOT
+77.8%
+72.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -3.2% |
| 7D | +4.0% | +0.2% | +3.8% | +3.4% |
| 30D | +11.1% | -3.0% | +14.1% | +15.6% |
| 3M | +0.8% | -2.7% | +3.6% | +4.4% |
| 6M | +38.8% | +2.6% | +36.2% | +32.2% |
| YTD | -2.1% | +11.5% | -13.6% | -18.2% |
| 1Y | -6.0% | +13.5% | -19.5% | -23.6% |
| 3Y | +149.8% | +79.7% | +70.1% | -14.7% |
| All | +149.8% | +77.8% | +72.0% | -14.7% |
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