+148.2%
TT vs ITOT
+73.3%
+74.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +1.4% | -0.4% | +1.8% | +1.8% |
| 30D | -6.7% | -1.6% | -5.1% | -5.2% |
| 3M | -5.4% | +3.5% | -9.0% | -8.5% |
| 6M | +4.4% | +13.1% | -8.7% | -7.4% |
| YTD | +14.9% | +12.7% | +2.2% | +2.3% |
| 1Y | +9.3% | +18.3% | -9.0% | -7.3% |
| 3Y | +121.7% | +76.4% | +45.4% | +27.8% |
| 5Y | +148.2% | +73.8% | +74.4% | +40.9% |
| All | +148.2% | +73.3% | +74.8% | +40.9% |
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