+188.3%
ITW vs TNA
+86.1%
+102.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -0.7% | -7.3% | +6.5% | +1.0% |
| 30D | -8.3% | -14.2% | +5.8% | -5.1% |
| 3M | +6.0% | -4.6% | +10.6% | +6.7% |
| 6M | 0.0% | +36.9% | -36.9% | -8.7% |
| YTD | +10.2% | +42.5% | -32.3% | -1.0% |
| 1Y | +3.2% | +45.8% | -42.6% | -8.9% |
| 3Y | +21.0% | +104.7% | -83.7% | -10.4% |
| 5Y | +37.9% | -21.7% | +59.6% | +17.1% |
| All | +188.3% | +86.1% | +102.2% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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