+1,779.8%
TSM vs ITOT
+303.4%
+1,476.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.2% |
| 7D | +1.0% | -0.9% | +1.9% | +2.1% |
| 30D | +1.0% | -1.5% | +2.4% | +2.7% |
| 3M | +2.9% | +3.6% | -0.7% | -0.7% |
| 6M | +22.8% | +13.7% | +9.1% | +7.1% |
| YTD | +43.3% | +12.9% | +30.4% | +26.4% |
| 1Y | +69.2% | +17.2% | +52.0% | +43.7% |
| 3Y | +404.5% | +75.6% | +328.9% | +183.4% |
| 5Y | +282.2% | +75.5% | +206.7% | +116.4% |
| All | +1,779.8% | +303.4% | +1,476.3% | +374.7% |
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 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