+9,052.6%
ITW vs TECH
+100,886.2%
-91,833.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -9.4% | +0.1% | -9.6% | -9.4% |
| 3M | +7.1% | +37.5% | -30.4% | +2.3% |
| 6M | -1.9% | +34.6% | -36.4% | -6.7% |
| YTD | +10.4% | +23.5% | -13.0% | +6.1% |
| 1Y | +3.3% | +34.4% | -31.1% | -2.2% |
| 3Y | +21.0% | +2.3% | +18.7% | +17.3% |
| 5Y | +36.3% | -41.7% | +78.0% | +40.5% |
| 10Y | +185.8% | +177.6% | +8.1% | +141.6% |
| All | +9,052.6% | +100,886.2% | -91,833.6% | +5,492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling