+239.1%
TPR vs ITOT
+73.9%
+165.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.0% |
| 7D | -3.4% | +0.7% | -4.0% | -4.2% |
| 30D | -27.3% | -1.1% | -26.2% | -26.5% |
| 3M | -16.2% | +3.9% | -20.1% | -20.6% |
| 6M | -17.9% | +14.7% | -32.6% | -31.5% |
| YTD | -7.1% | +13.3% | -20.4% | -21.2% |
| 1Y | +13.6% | +19.1% | -5.5% | -9.5% |
| 3Y | +293.7% | +77.3% | +216.4% | +88.4% |
| 5Y | +239.1% | +74.1% | +165.0% | +70.9% |
| All | +239.1% | +73.9% | +165.2% | +70.9% |
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