+419.8%
TXN vs ITOT
+303.4%
+116.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +2.8% |
| 7D | +4.0% | -0.9% | +4.9% | +5.1% |
| 30D | -2.9% | -1.5% | -1.4% | -1.1% |
| 3M | -9.1% | +3.6% | -12.7% | -12.4% |
| 6M | +36.6% | +13.7% | +22.9% | +18.2% |
| YTD | +57.5% | +12.9% | +44.6% | +37.2% |
| 1Y | +49.5% | +17.2% | +32.3% | +24.8% |
| 3Y | +76.5% | +75.6% | +0.9% | -7.2% |
| 5Y | +62.4% | +75.5% | -13.1% | -14.2% |
| All | +419.8% | +303.4% | +116.3% | +9.1% |
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 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