+146.0%
TT vs IVZ
+64.2%
+81.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -7.2% | +4.0% | -11.2% | -8.4% |
| 3M | -3.0% | +18.2% | -21.2% | -8.5% |
| 6M | +1.4% | +32.8% | -31.5% | -8.3% |
| YTD | +15.9% | +28.7% | -12.9% | +5.4% |
| 1Y | +9.4% | +55.4% | -46.0% | -7.0% |
| 3Y | +124.4% | +135.2% | -10.8% | +57.9% |
| All | +146.0% | +64.2% | +81.9% | +82.4% |
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