+978.4%
ITW vs TCOM
+2,536.0%
-1,557.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.6% |
| 7D | -2.4% | -6.5% | +4.1% | -1.4% |
| 30D | -9.5% | -16.2% | +6.7% | -7.2% |
| 3M | +6.6% | -19.3% | +26.0% | +9.7% |
| 6M | -1.8% | -27.2% | +25.5% | +2.5% |
| YTD | +9.0% | -46.2% | +55.2% | +18.4% |
| 1Y | +3.6% | -46.6% | +50.2% | +12.5% |
| 3Y | +19.4% | +8.4% | +11.1% | +13.3% |
| 5Y | +36.4% | +25.8% | +10.6% | +19.8% |
| 10Y | +190.0% | -11.9% | +201.9% | +156.8% |
| All | +978.4% | +2,536.0% | -1,557.7% | +496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling