-18.7%
TSN vs ITOT
+74.3%
-93.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.4% |
| 30D | -4.2% | -1.5% | -2.7% | -3.7% |
| 3M | -3.9% | +3.6% | -7.5% | -5.2% |
| 6M | -9.8% | +13.7% | -23.5% | -14.4% |
| YTD | -7.3% | +12.9% | -20.2% | -11.8% |
| 1Y | -2.2% | +17.2% | -19.4% | -8.4% |
| 3Y | +11.9% | +75.6% | -63.7% | -14.1% |
| All | -18.7% | +74.3% | -93.0% | -39.4% |
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