+890.1%
TTMI vs ITOT
+75.8%
+814.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +1.7% |
| 7D | +0.7% | -0.9% | +1.6% | +2.6% |
| 30D | -8.4% | -1.5% | -7.0% | -5.6% |
| 3M | -32.5% | +3.6% | -36.0% | -36.2% |
| 6M | +32.5% | +13.7% | +18.8% | +6.7% |
| YTD | +83.2% | +12.9% | +70.3% | +50.7% |
| 1Y | +161.7% | +17.2% | +144.5% | +106.2% |
| 3Y | +890.1% | +75.6% | +814.5% | +278.1% |
| All | +890.1% | +75.8% | +814.4% | +278.1% |
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