+21.0%
ITW vs TENB
-34.6%
+55.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +1.5% |
| 7D | -0.7% | -12.1% | +11.4% | +0.1% |
| 30D | -8.3% | -18.6% | +10.3% | -7.2% |
| 3M | +6.0% | +12.1% | -6.0% | +4.5% |
| 6M | 0.0% | +46.8% | -46.8% | -4.2% |
| YTD | +10.2% | +28.0% | -17.7% | +7.3% |
| 1Y | +3.2% | -1.4% | +4.6% | +5.0% |
| 3Y | +21.0% | -33.9% | +54.9% | +28.6% |
| All | +21.0% | -34.6% | +55.5% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling