+3.6%
ITW vs TAP
-18.4%
+21.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | -5.3% | +2.9% | -1.2% |
| 30D | -9.5% | -7.4% | -2.2% | -8.0% |
| 3M | +6.6% | -4.9% | +11.6% | +7.7% |
| 6M | -1.8% | -14.2% | +12.5% | +1.3% |
| YTD | +9.0% | -14.8% | +23.8% | +12.6% |
| 1Y | +3.6% | -18.1% | +21.7% | +6.5% |
| All | +3.6% | -18.4% | +21.9% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling