+284.1%
TSM vs ITOT
+73.0%
+211.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | +4.8% | -0.4% | +5.1% | +5.3% |
| 30D | +4.0% | -1.6% | +5.6% | +6.3% |
| 3M | +2.0% | +3.5% | -1.6% | -2.2% |
| 6M | +25.5% | +13.1% | +12.4% | +7.6% |
| YTD | +44.0% | +12.7% | +31.3% | +24.5% |
| 1Y | +75.4% | +18.3% | +57.1% | +43.1% |
| 3Y | +406.7% | +76.4% | +330.4% | +161.6% |
| All | +284.1% | +73.0% | +211.1% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling