+24.9%
ITW vs TLN
+571.8%
-546.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | -2.4% | +2.0% | -4.3% | -2.4% |
| 30D | -9.5% | -12.9% | +3.4% | -9.3% |
| 3M | +6.6% | -7.4% | +14.1% | +6.7% |
| 6M | -1.8% | -6.0% | +4.3% | -1.8% |
| YTD | +9.0% | -16.9% | +25.9% | +9.1% |
| 1Y | +3.6% | -22.6% | +26.2% | +3.8% |
| 3Y | +19.4% | +469.0% | -449.6% | +7.4% |
| All | +24.9% | +571.8% | -546.9% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling