+37.6%
ITW vs TD
+125.7%
-88.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -8.3% | -1.9% | -6.4% | -7.5% |
| 3M | +6.0% | +4.8% | +1.3% | +3.2% |
| 6M | 0.0% | +28.0% | -28.0% | -12.4% |
| YTD | +10.2% | +30.3% | -20.1% | -4.4% |
| 1Y | +3.2% | +59.8% | -56.6% | -19.7% |
| 3Y | +21.0% | +124.7% | -103.7% | -22.8% |
| All | +37.6% | +125.7% | -88.1% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling