+9,101.3%
ITW vs TAP
+825.0%
+8,276.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.6% | -2.3% | -1.2% | -3.1% |
| 30D | -9.1% | -2.1% | -7.0% | -8.8% |
| 3M | +8.2% | +6.6% | +1.6% | +6.5% |
| 6M | -4.8% | -11.5% | +6.7% | -2.5% |
| YTD | +11.0% | -10.3% | +21.3% | +13.2% |
| 1Y | +4.2% | -14.4% | +18.6% | +7.1% |
| 3Y | +17.3% | -28.3% | +45.6% | +24.3% |
| 5Y | +33.0% | +1.7% | +31.3% | +29.5% |
| 10Y | +182.3% | -49.2% | +231.5% | +204.6% |
| All | +9,101.3% | +825.0% | +8,276.3% | +5,981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling