+4.2%
ITW vs TECH
+36.9%
-32.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -9.1% | +0.7% | -9.9% | -9.2% |
| 3M | +8.2% | +36.3% | -28.1% | +5.5% |
| 6M | -4.8% | +25.6% | -30.3% | -6.7% |
| YTD | +11.0% | +23.7% | -12.7% | +8.6% |
| 1Y | +4.2% | +37.6% | -33.4% | +1.0% |
| All | +4.2% | +36.9% | -32.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 1y: compounded portfolio wealth divided by compounded TECH 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…
1y analysis · Full analysis span regression · 6 months rolling