+423.2%
TRI vs ITOT
+887.7%
-464.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | -7.9% | -0.9% | -7.0% | -7.2% |
| 30D | -4.5% | -1.5% | -3.1% | -3.4% |
| 3M | +22.1% | +3.6% | +18.5% | +18.7% |
| 6M | -2.8% | +13.7% | -16.5% | -12.4% |
| YTD | -23.4% | +12.9% | -36.3% | -30.5% |
| 1Y | -41.5% | +17.2% | -58.7% | -48.5% |
| 3Y | -19.2% | +75.6% | -94.8% | -48.6% |
| 5Y | -9.4% | +75.5% | -84.9% | -43.3% |
| 10Y | +195.6% | +302.0% | -106.4% | -9.5% |
| All | +423.2% | +887.7% | -464.5% | -21.0% |
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