+135.7%
TT vs IVZ
+37.3%
+98.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.8% | -2.1% | +2.4% |
| 7D | +1.7% | +4.1% | -2.4% | +0.3% |
| 30D | -11.8% | -2.0% | -9.8% | -11.4% |
| 3M | -12.6% | -7.8% | -4.8% | -10.4% |
| 6M | -9.4% | +6.3% | -15.7% | -11.8% |
| YTD | +8.8% | +12.6% | -3.7% | +3.1% |
| 1Y | -2.5% | +27.6% | -30.2% | -11.8% |
| 3Y | +95.7% | +154.0% | -58.4% | +30.3% |
| 5Y | +135.7% | +37.3% | +98.4% | +90.2% |
| All | +135.7% | +37.3% | +98.4% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling