+468.1%
TSN vs ITOT
+885.8%
-417.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -7.3% | -0.4% | -6.9% | -7.1% |
| 30D | -8.6% | -1.6% | -7.1% | -7.6% |
| 3M | -7.5% | +3.5% | -11.1% | -10.3% |
| 6M | -14.1% | +13.1% | -27.3% | -22.6% |
| YTD | -9.4% | +12.7% | -22.2% | -18.3% |
| 1Y | -4.1% | +18.3% | -22.4% | -16.8% |
| 3Y | +10.3% | +76.4% | -66.1% | -32.5% |
| 5Y | -19.7% | +73.8% | -93.5% | -51.5% |
| 10Y | -7.0% | +301.2% | -308.2% | -74.3% |
| All | +468.1% | +885.8% | -417.8% | -34.5% |
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