+188.3%
ITW vs TD
+306.3%
-118.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | -8.3% | -1.9% | -6.4% | -7.3% |
| 3M | +6.0% | +4.8% | +1.3% | +2.5% |
| 6M | 0.0% | +28.0% | -28.0% | -15.1% |
| YTD | +10.2% | +30.3% | -20.1% | -7.6% |
| 1Y | +3.2% | +59.8% | -56.6% | -24.4% |
| 3Y | +21.0% | +124.7% | -103.7% | -30.4% |
| 5Y | +37.9% | +127.0% | -89.0% | -22.9% |
| All | +188.3% | +306.3% | -118.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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