+1,430.4%
TRV vs ITOT
+887.7%
+542.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.8% |
| 30D | +1.7% | -1.5% | +3.2% | +3.0% |
| 3M | +23.9% | +3.6% | +20.3% | +19.6% |
| 6M | +26.3% | +13.7% | +12.6% | +11.5% |
| YTD | +30.8% | +12.9% | +17.9% | +15.9% |
| 1Y | +36.3% | +17.2% | +19.1% | +16.4% |
| 3Y | +145.0% | +75.6% | +69.4% | +40.7% |
| 5Y | +163.9% | +75.5% | +88.4% | +46.4% |
| 10Y | +305.8% | +302.0% | +3.9% | -3.0% |
| All | +1,430.4% | +887.7% | +542.7% | +42.7% |
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