+185.1%
ITW vs THC
+1,021.1%
-836.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -9.5% | +1.5% | -11.1% | -9.8% |
| 3M | +6.6% | +59.9% | -53.2% | -0.8% |
| 6M | -1.8% | +11.0% | -12.7% | -3.8% |
| YTD | +9.0% | +32.6% | -23.6% | +3.8% |
| 1Y | +3.6% | +37.4% | -33.8% | -2.2% |
| 3Y | +19.4% | +252.5% | -233.1% | -4.1% |
| 5Y | +36.4% | +262.3% | -225.9% | +5.9% |
| All | +185.1% | +1,021.1% | -836.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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