+293.7%
TPR vs ITOT
+77.4%
+216.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.1% |
| 7D | -3.4% | +0.7% | -4.0% | -4.1% |
| 30D | -27.3% | -1.1% | -26.2% | -26.5% |
| 3M | -16.2% | +3.9% | -20.1% | -20.4% |
| 6M | -17.9% | +14.7% | -32.6% | -31.0% |
| YTD | -7.1% | +13.3% | -20.4% | -20.7% |
| 1Y | +13.6% | +19.1% | -5.5% | -8.5% |
| 3Y | +293.7% | +77.3% | +216.4% | +106.4% |
| All | +293.7% | +77.4% | +216.3% | +106.4% |
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