+850.1%
TRGP vs ITOT
+303.4%
+546.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.6% |
| 7D | +0.1% | -0.9% | +1.0% | +1.2% |
| 30D | +8.0% | -1.5% | +9.5% | +9.8% |
| 3M | +8.3% | +3.6% | +4.7% | +2.6% |
| 6M | +23.9% | +13.7% | +10.2% | +2.9% |
| YTD | +59.6% | +12.9% | +46.7% | +33.3% |
| 1Y | +79.4% | +17.2% | +62.2% | +42.1% |
| 3Y | +269.4% | +75.6% | +193.8% | +66.6% |
| 5Y | +641.6% | +75.5% | +566.2% | +228.3% |
| All | +850.1% | +303.4% | +546.7% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling