+11.5%
TPR vs ITOT
+16.9%
-5.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.7% |
| 7D | -5.1% | -2.0% | -3.1% | -2.7% |
| 30D | -27.6% | -2.0% | -25.6% | -26.0% |
| 3M | -17.5% | +4.5% | -22.0% | -22.9% |
| 6M | -21.3% | +12.6% | -34.0% | -34.1% |
| YTD | -8.5% | +12.0% | -20.5% | -23.0% |
| 1Y | +11.5% | +17.3% | -5.8% | -15.7% |
| All | +11.5% | +16.9% | -5.5% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling