+8,758.6%
TT vs IVZ
+1,117.8%
+7,640.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -7.2% | +4.0% | -11.2% | -8.6% |
| 3M | -3.0% | +18.2% | -21.2% | -9.2% |
| 6M | +1.4% | +32.8% | -31.5% | -9.5% |
| YTD | +15.9% | +28.7% | -12.9% | +4.1% |
| 1Y | +9.4% | +55.4% | -46.0% | -8.7% |
| 3Y | +124.4% | +135.2% | -10.8% | +54.2% |
| 5Y | +138.0% | +64.2% | +73.8% | +81.0% |
| 10Y | +886.4% | +64.6% | +821.8% | +572.0% |
| All | +8,758.6% | +1,117.8% | +7,640.8% | +2,652.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded IVZ 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling