+2,185.1%
TRGP vs ITOT
+678.9%
+1,506.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.3% |
| 30D | +9.5% | -1.6% | +11.0% | +11.4% |
| 3M | +10.8% | +3.5% | +7.3% | +4.8% |
| 6M | +25.3% | +13.1% | +12.2% | +4.7% |
| YTD | +60.3% | +12.7% | +47.5% | +34.1% |
| 1Y | +84.6% | +18.3% | +66.3% | +44.4% |
| 3Y | +264.4% | +76.4% | +188.0% | +65.1% |
| 5Y | +636.6% | +73.8% | +562.8% | +234.3% |
| 10Y | +848.9% | +301.2% | +547.7% | +62.7% |
| All | +2,185.1% | +678.9% | +1,506.2% | +110.9% |
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 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