+365.8%
TTD vs ITOT
+300.0%
+65.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -1.9% |
| 7D | +1.7% | +0.7% | +1.1% | +0.7% |
| 30D | +1.6% | -1.1% | +2.7% | +3.8% |
| 3M | -27.8% | +3.9% | -31.7% | -33.0% |
| 6M | -52.1% | +14.7% | -66.9% | -63.1% |
| YTD | -63.1% | +13.3% | -76.4% | -70.9% |
| 1Y | -73.1% | +19.1% | -92.2% | -80.7% |
| 3Y | -83.3% | +77.3% | -160.6% | -94.2% |
| 5Y | -80.6% | +74.1% | -154.7% | -92.1% |
| All | +365.8% | +300.0% | +65.8% | -43.4% |
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