+37.6%
ITW vs TRI
-10.0%
+47.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -0.7% | -7.9% | +7.2% | +0.5% |
| 30D | -8.3% | -4.5% | -3.8% | -7.8% |
| 3M | +6.0% | +22.1% | -16.1% | +2.1% |
| 6M | 0.0% | -2.8% | +2.8% | +0.1% |
| YTD | +10.2% | -23.4% | +33.6% | +18.7% |
| 1Y | +3.2% | -41.5% | +44.7% | +22.8% |
| 3Y | +21.0% | -19.2% | +40.2% | +18.5% |
| All | +37.6% | -10.0% | +47.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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