+261.5%
TPR vs ITOT
+64.2%
+197.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +12.1% | -0.5% | +12.6% | +12.1% |
| 30D | +16.7% | -3.4% | +20.1% | +21.0% |
| 3M | -17.4% | -3.1% | -14.3% | -15.1% |
| 6M | +2.3% | +2.2% | +0.1% | -2.0% |
| YTD | +7.1% | +11.0% | -3.9% | -7.6% |
| 1Y | +29.5% | +11.4% | +18.1% | +11.2% |
| 3Y | +415.0% | +76.4% | +338.7% | +146.8% |
| 5Y | +261.5% | +65.1% | +196.4% | +93.9% |
| All | +261.5% | +64.2% | +197.3% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling