+188.3%
ITW vs TCOM
-9.8%
+198.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.1% |
| 30D | -8.3% | -14.4% | +6.1% | -6.5% |
| 3M | +6.0% | -17.7% | +23.7% | +8.5% |
| 6M | 0.0% | -25.1% | +25.1% | +3.5% |
| YTD | +10.2% | -45.7% | +56.0% | +18.7% |
| 1Y | +3.2% | -47.9% | +51.1% | +11.7% |
| 3Y | +21.0% | +8.9% | +12.0% | +14.5% |
| 5Y | +37.9% | +26.9% | +11.1% | +21.9% |
| All | +188.3% | -9.8% | +198.1% | +146.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling