+2,749.8%
ITW vs TD
+7,806.2%
-5,056.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | -9.4% | -0.7% | -8.8% | -9.2% |
| 3M | +7.1% | +6.3% | +0.8% | +3.8% |
| 6M | -1.9% | +27.9% | -29.8% | -13.0% |
| YTD | +10.4% | +29.8% | -19.4% | -2.9% |
| 1Y | +3.3% | +63.7% | -60.4% | -18.8% |
| 3Y | +21.0% | +128.3% | -107.3% | -19.7% |
| 5Y | +36.3% | +125.5% | -89.2% | -9.6% |
| 10Y | +185.8% | +296.7% | -110.9% | +45.5% |
| All | +2,749.8% | +7,806.2% | -5,056.3% | +460.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling