-83.4%
TTD vs ITOT
+75.8%
-159.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +1.4% |
| 7D | -0.6% | -0.9% | +0.3% | +0.7% |
| 30D | +6.3% | -1.5% | +7.8% | +8.8% |
| 3M | -24.1% | +3.6% | -27.7% | -28.1% |
| 6M | -47.4% | +13.7% | -61.1% | -57.0% |
| YTD | -62.2% | +12.9% | -75.2% | -68.8% |
| 1Y | -68.3% | +17.2% | -85.5% | -75.4% |
| 3Y | -83.4% | +75.6% | -159.1% | -93.8% |
| All | -83.4% | +75.8% | -159.2% | -93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling