+127.2%
ITW vs TENB
+1.3%
+125.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -1.9% | -1.7% | -0.2% | -1.7% |
| 30D | -10.4% | -8.3% | -2.1% | -9.6% |
| 3M | +3.5% | +26.2% | -22.6% | -0.8% |
| 6M | -3.4% | +60.2% | -63.5% | -11.3% |
| YTD | +8.5% | +43.1% | -34.6% | +0.9% |
| 1Y | +3.2% | +9.4% | -6.1% | +0.1% |
| 3Y | +18.9% | -23.9% | +42.8% | +20.1% |
| 5Y | +35.0% | -28.2% | +63.3% | +32.2% |
| All | +127.2% | +1.3% | +125.9% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling