+2,770.4%
TT vs ITOT
+896.7%
+1,873.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -7.2% | 0.0% | -7.2% | -7.2% |
| 3M | -3.0% | +2.0% | -4.9% | -5.1% |
| 6M | +1.4% | +13.0% | -11.7% | -12.1% |
| YTD | +15.9% | +14.0% | +1.9% | -0.5% |
| 1Y | +9.4% | +19.9% | -10.5% | -11.6% |
| 3Y | +124.4% | +75.8% | +48.6% | +14.6% |
| 5Y | +138.0% | +73.8% | +64.2% | +21.8% |
| 10Y | +886.4% | +295.9% | +590.5% | +74.3% |
| All | +2,770.4% | +896.7% | +1,873.7% | +54.2% |
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