+27.6%
TXG vs ITOT
+170.8%
-143.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.4% |
| 7D | +9.1% | -0.4% | +9.5% | +9.7% |
| 30D | +14.9% | -1.6% | +16.5% | +17.7% |
| 3M | +120.0% | +3.5% | +116.4% | +110.5% |
| 6M | +221.8% | +13.1% | +208.7% | +172.6% |
| YTD | +312.6% | +12.7% | +299.8% | +252.2% |
| 1Y | +398.4% | +18.3% | +380.1% | +299.4% |
| 3Y | +42.1% | +76.4% | -34.3% | -30.6% |
| 5Y | -63.5% | +73.8% | -137.2% | -81.0% |
| All | +27.6% | +170.8% | -143.3% | -51.7% |
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