+4.2%
ITW vs TRGP
+80.7%
-76.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -3.6% | +0.8% | -4.3% | -3.6% |
| 30D | -9.1% | +11.5% | -20.7% | -9.2% |
| 3M | +8.2% | +9.0% | -0.8% | +8.1% |
| 6M | -4.8% | +20.5% | -25.3% | -6.4% |
| YTD | +11.0% | +59.5% | -48.5% | +3.1% |
| 1Y | +4.2% | +77.9% | -73.7% | -5.1% |
| All | +4.2% | +80.7% | -76.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling