+1,220.7%
ITW vs TRI
+507.2%
+713.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.0% |
| 7D | -1.9% | -8.4% | +6.5% | +1.5% |
| 30D | -10.4% | -6.5% | -3.9% | -8.4% |
| 3M | +3.5% | +18.6% | -15.1% | -5.7% |
| 6M | -3.4% | -10.4% | +7.1% | -2.5% |
| YTD | +8.5% | -23.7% | +32.2% | +15.3% |
| 1Y | +3.2% | -42.5% | +45.7% | +25.3% |
| 3Y | +18.9% | -19.3% | +38.2% | +18.7% |
| 5Y | +35.0% | -9.7% | +44.7% | +26.0% |
| 10Y | +188.6% | +194.4% | -5.8% | +44.4% |
| All | +1,220.7% | +507.2% | +713.6% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling