+35.0%
ITW vs THC
+258.2%
-223.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.4% |
| 7D | -1.9% | +4.1% | -6.0% | -2.5% |
| 30D | -10.4% | +3.5% | -13.9% | -10.9% |
| 3M | +3.5% | +61.7% | -58.2% | -4.5% |
| 6M | -3.4% | +11.8% | -15.2% | -5.7% |
| YTD | +8.5% | +35.4% | -26.9% | +2.5% |
| 1Y | +3.2% | +37.0% | -33.8% | -3.0% |
| 3Y | +18.9% | +260.1% | -241.2% | -8.3% |
| 5Y | +35.0% | +262.6% | -227.6% | +0.8% |
| All | +35.0% | +258.2% | -223.2% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling