+6.0%
DT vs ITW
+18.9%
-12.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -2.5% | -2.4% | -0.2% | -1.9% |
| 30D | +3.5% | -9.5% | +13.1% | +6.2% |
| 3M | +26.7% | +6.6% | +20.1% | +24.4% |
| 6M | +36.1% | -1.8% | +37.9% | +36.5% |
| YTD | +18.6% | +9.0% | +9.6% | +12.2% |
| 1Y | +7.9% | +3.6% | +4.3% | +4.7% |
| All | +6.0% | +18.9% | -12.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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