+185.1%
ITW vs TAP
-50.5%
+235.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | -5.3% | +2.9% | -0.6% |
| 30D | -9.5% | -7.4% | -2.2% | -7.2% |
| 3M | +6.6% | -4.9% | +11.6% | +8.2% |
| 6M | -1.8% | -14.2% | +12.5% | +3.0% |
| YTD | +9.0% | -14.8% | +23.8% | +14.3% |
| 1Y | +3.6% | -18.1% | +21.7% | +9.7% |
| 3Y | +19.4% | -32.7% | +52.2% | +33.7% |
| 5Y | +36.4% | -0.5% | +36.9% | +28.7% |
| All | +185.1% | -50.5% | +235.6% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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