+356.2%
TPR vs ITOT
+287.5%
+68.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.4% |
| 7D | -0.3% | +2.5% | -2.8% | -3.7% |
| 30D | +15.1% | -1.7% | +16.8% | +16.9% |
| 3M | +3.5% | -3.4% | +6.9% | +7.3% |
| 6M | +0.4% | +2.1% | -1.7% | -4.2% |
| YTD | +4.6% | +11.5% | -6.9% | -11.7% |
| 1Y | +33.1% | +13.6% | +19.5% | +9.3% |
| 3Y | +396.0% | +77.2% | +318.8% | +115.7% |
| 5Y | +230.3% | +64.4% | +165.9% | +63.2% |
| All | +356.2% | +287.5% | +68.7% | -26.0% |
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