+966.2%
TPR vs ITOT
+896.7%
+69.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -23.0% | 0.0% | -23.0% | -23.2% |
| 3M | -12.5% | +2.0% | -14.4% | -15.2% |
| 6M | -21.4% | +13.0% | -34.5% | -33.5% |
| YTD | -3.5% | +14.0% | -17.5% | -19.3% |
| 1Y | +17.4% | +19.9% | -2.6% | -8.0% |
| 3Y | +291.3% | +75.8% | +215.4% | +84.0% |
| 5Y | +241.9% | +73.8% | +168.1% | +66.3% |
| 10Y | +322.7% | +295.9% | +26.8% | -24.8% |
| All | +966.2% | +896.7% | +69.5% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling