+1,221.0%
ITW vs TNA
+913.2%
+307.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.2% |
| 7D | -2.4% | -7.6% | +5.2% | -0.4% |
| 30D | -9.5% | -13.6% | +4.1% | -6.3% |
| 3M | +6.6% | +2.8% | +3.8% | +5.3% |
| 6M | -1.8% | +34.5% | -36.3% | -10.5% |
| YTD | +9.0% | +41.0% | -32.0% | -2.5% |
| 1Y | +3.6% | +52.0% | -48.5% | -10.3% |
| 3Y | +19.4% | +103.5% | -84.0% | -13.0% |
| 5Y | +36.4% | -22.5% | +58.9% | +14.5% |
| 10Y | +190.0% | +81.9% | +108.1% | +47.6% |
| All | +1,221.0% | +913.2% | +307.8% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling