+122.7%
TT vs ITOT
+77.4%
+45.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | +0.1% |
| 7D | +1.6% | +0.7% | +0.9% | +0.9% |
| 30D | -7.3% | -1.1% | -6.2% | -6.3% |
| 3M | -2.6% | +3.9% | -6.5% | -6.2% |
| 6M | +5.9% | +14.7% | -8.8% | -7.8% |
| YTD | +15.4% | +13.3% | +2.1% | +1.7% |
| 1Y | +8.2% | +19.1% | -10.9% | -9.4% |
| 3Y | +122.7% | +77.3% | +45.3% | +19.3% |
| All | +122.7% | +77.4% | +45.2% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling