+30.0%
TXG vs ITOT
+171.3%
-141.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.1% |
| 7D | +9.5% | -0.9% | +10.4% | +11.0% |
| 30D | +18.8% | -1.5% | +20.2% | +21.5% |
| 3M | +136.1% | +3.6% | +132.5% | +125.9% |
| 6M | +235.2% | +13.7% | +221.5% | +182.0% |
| YTD | +320.5% | +12.9% | +307.6% | +258.1% |
| 1Y | +425.2% | +17.2% | +408.0% | +326.8% |
| 3Y | +42.9% | +75.6% | -32.7% | -29.8% |
| 5Y | -62.8% | +75.5% | -138.3% | -80.8% |
| All | +30.0% | +171.3% | -141.3% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling