+172.6%
TTMI vs ITOT
+20.8%
+151.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.2% | +9.9% |
| 7D | +5.9% | +0.1% | +5.8% | +5.3% |
| 30D | -4.3% | 0.0% | -4.3% | -4.3% |
| 3M | -32.0% | +2.0% | -34.0% | -35.2% |
| 6M | +19.5% | +13.0% | +6.4% | -17.5% |
| YTD | +82.0% | +14.0% | +68.1% | +21.9% |
| 1Y | +172.6% | +19.9% | +152.7% | +67.9% |
| All | +172.6% | +20.8% | +151.8% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling