+130.7%
ITW vs TENB
-9.4%
+140.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +1.9% |
| 7D | -0.7% | -12.1% | +11.4% | +0.9% |
| 30D | -8.3% | -18.6% | +10.3% | -6.1% |
| 3M | +6.0% | +12.1% | -6.0% | +3.2% |
| 6M | 0.0% | +46.8% | -46.8% | -7.2% |
| YTD | +10.2% | +28.0% | -17.7% | +3.9% |
| 1Y | +3.2% | -1.4% | +4.6% | +1.4% |
| 3Y | +21.0% | -33.9% | +54.9% | +24.6% |
| 5Y | +37.9% | -34.6% | +72.5% | +36.6% |
| All | +130.7% | -9.4% | +140.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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