+657.6%
ITW vs TRGP
+2,242.0%
-1,584.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.6% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -10.4% | +9.5% | -19.8% | -11.9% |
| 3M | +3.5% | +10.8% | -7.3% | +1.3% |
| 6M | -3.4% | +25.3% | -28.7% | -7.8% |
| YTD | +8.5% | +60.3% | -51.7% | -1.0% |
| 1Y | +3.2% | +84.6% | -81.3% | -8.4% |
| 3Y | +18.9% | +264.4% | -245.5% | -7.6% |
| 5Y | +35.0% | +636.6% | -601.5% | -8.1% |
| 10Y | +188.6% | +848.9% | -660.3% | +65.9% |
| All | +657.6% | +2,242.0% | -1,584.4% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling