+307.1%
TPR vs ITOT
+300.1%
+7.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.8% |
| 7D | -5.1% | -2.0% | -3.1% | -2.3% |
| 30D | -27.6% | -2.0% | -25.6% | -25.8% |
| 3M | -17.5% | +4.5% | -22.0% | -22.9% |
| 6M | -21.3% | +12.6% | -34.0% | -33.8% |
| YTD | -8.5% | +12.0% | -20.5% | -22.4% |
| 1Y | +11.5% | +17.3% | -5.8% | -11.3% |
| 3Y | +288.0% | +75.2% | +212.8% | +73.2% |
| 5Y | +225.2% | +74.0% | +151.1% | +49.3% |
| All | +307.1% | +300.1% | +7.0% | -32.9% |
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