+32.1%
ITW vs BTDR
+15.3%
+16.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +6.9% | +0.6% |
| 7D | -2.4% | -3.2% | +0.8% | -2.3% |
| 30D | -9.5% | +32.7% | -42.2% | -10.2% |
| 3M | +6.6% | -28.4% | +35.0% | +7.2% |
| 6M | -1.8% | +51.7% | -53.5% | -3.5% |
| YTD | +9.0% | +2.9% | +6.2% | +7.9% |
| 1Y | +3.6% | -15.5% | +19.0% | +2.3% |
| 3Y | +19.4% | 0.0% | +19.4% | +12.8% |
| 5Y | +36.4% | +16.5% | +19.9% | +30.5% |
| All | +32.1% | +15.3% | +16.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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