+270.2%
ITW vs TRU
+226.0%
+44.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -1.9% | -6.5% | +4.6% | +0.2% |
| 30D | -10.4% | -2.5% | -7.9% | -9.8% |
| 3M | +3.5% | +10.4% | -6.8% | -0.3% |
| 6M | -3.4% | +1.6% | -5.0% | -5.0% |
| YTD | +8.5% | -9.7% | +18.2% | +9.8% |
| 1Y | +3.2% | -17.3% | +20.5% | +7.0% |
| 3Y | +18.9% | -1.8% | +20.7% | +10.1% |
| 5Y | +35.0% | -36.2% | +71.2% | +44.8% |
| 10Y | +188.6% | +143.2% | +45.4% | +95.8% |
| All | +270.2% | +226.0% | +44.2% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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