+543.8%
TTMI vs ITOT
+885.8%
-342.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.2% |
| 7D | +7.5% | -0.4% | +7.8% | +8.0% |
| 30D | -4.5% | -1.6% | -2.9% | -2.3% |
| 3M | -28.5% | +3.5% | -32.1% | -31.1% |
| 6M | +28.4% | +13.1% | +15.2% | +11.4% |
| YTD | +80.1% | +12.7% | +67.4% | +58.1% |
| 1Y | +161.0% | +18.3% | +142.7% | +118.2% |
| 3Y | +862.4% | +76.4% | +786.0% | +388.5% |
| 5Y | +812.9% | +73.8% | +739.2% | +369.7% |
| 10Y | +1,094.7% | +301.2% | +793.5% | +91.0% |
| All | +543.8% | +885.8% | -342.1% | -72.0% |
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