+33.1%
ITW vs TLN
+580.6%
-547.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.3% |
| 7D | +2.3% | +11.0% | -8.7% | +2.3% |
| 30D | +6.7% | +4.9% | +1.8% | +6.7% |
| 3M | -0.5% | +4.9% | -5.5% | -0.6% |
| 6M | +16.4% | +7.1% | +9.3% | +16.2% |
| YTD | +19.0% | +0.3% | +18.6% | +18.8% |
| 1Y | +20.2% | +5.9% | +14.3% | +20.0% |
| 3Y | +33.1% | +578.5% | -545.4% | +30.9% |
| All | +33.1% | +580.6% | -547.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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