+4.2%
ITW vs TCOM
-42.5%
+46.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -3.6% | -9.5% | +6.0% | -3.8% |
| 30D | -9.1% | -10.7% | +1.6% | -9.4% |
| 3M | +8.2% | -14.6% | +22.8% | +7.8% |
| 6M | -4.8% | -19.3% | +14.6% | -5.1% |
| YTD | +11.0% | -42.9% | +54.0% | +9.6% |
| 1Y | +4.2% | -43.8% | +48.0% | +3.2% |
| All | +4.2% | -42.5% | +46.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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