+2,622.6%
TT vs ITOT
+883.6%
+1,739.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.6% |
| 7D | +3.5% | -0.8% | +4.3% | +4.5% |
| 30D | -11.0% | -2.0% | -9.0% | -8.8% |
| 3M | -12.0% | -1.5% | -10.5% | -10.3% |
| 6M | -10.4% | +3.3% | -13.7% | -13.7% |
| YTD | +9.9% | +12.5% | -2.5% | -4.1% |
| 1Y | +1.5% | +12.6% | -11.1% | -11.6% |
| 3Y | +93.7% | +78.6% | +15.1% | -3.0% |
| 5Y | +139.2% | +67.0% | +72.2% | +28.7% |
| 10Y | +741.5% | +292.0% | +449.5% | +50.2% |
| All | +2,622.6% | +883.6% | +1,739.0% | +48.7% |
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