+1,751.1%
TSCO vs ITOT
+887.7%
+863.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -2.2% |
| 7D | -5.7% | -0.9% | -4.8% | -4.9% |
| 30D | -8.8% | -1.5% | -7.3% | -7.7% |
| 3M | +6.3% | +3.6% | +2.8% | +3.0% |
| 6M | -32.3% | +13.7% | -46.0% | -39.6% |
| YTD | -32.7% | +12.9% | -45.6% | -39.7% |
| 1Y | -43.7% | +17.2% | -60.9% | -51.3% |
| 3Y | -19.7% | +75.6% | -95.3% | -51.8% |
| 5Y | -11.6% | +75.5% | -87.1% | -47.4% |
| 10Y | +184.1% | +302.0% | -117.9% | -23.0% |
| All | +1,751.1% | +887.7% | +863.5% | +91.5% |
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