+37.6%
ITW vs TRGP
+628.1%
-590.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -8.3% | +8.0% | -16.4% | -10.0% |
| 3M | +6.0% | +8.3% | -2.2% | +3.7% |
| 6M | 0.0% | +23.9% | -23.9% | -5.9% |
| YTD | +10.2% | +59.6% | -49.4% | -2.9% |
| 1Y | +3.2% | +79.4% | -76.2% | -12.1% |
| 3Y | +21.0% | +269.4% | -248.5% | -17.5% |
| All | +37.6% | +628.1% | -590.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling