+37.6%
ITW vs TCOM
+29.4%
+8.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -0.7% | -4.9% | +4.2% | -0.4% |
| 30D | -8.3% | -14.4% | +6.1% | -7.4% |
| 3M | +6.0% | -17.7% | +23.7% | +7.3% |
| 6M | 0.0% | -25.1% | +25.1% | +1.9% |
| YTD | +10.2% | -45.7% | +56.0% | +14.7% |
| 1Y | +3.2% | -47.9% | +51.1% | +7.7% |
| 3Y | +21.0% | +8.9% | +12.0% | +18.3% |
| All | +37.6% | +29.4% | +8.2% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling