+3.2%
ITW vs TW
-14.2%
+17.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.7% | -4.5% | +3.8% | -0.4% |
| 30D | -8.3% | -2.3% | -6.1% | -8.2% |
| 3M | +6.0% | +2.6% | +3.4% | +6.0% |
| 6M | 0.0% | -17.5% | +17.5% | +0.9% |
| YTD | +10.2% | -5.3% | +15.5% | +11.0% |
| 1Y | +3.2% | -14.8% | +18.0% | +3.0% |
| All | +3.2% | -14.2% | +17.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling