+21.0%
ITW vs TW
+19.1%
+1.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.7% | -4.5% | +3.8% | -0.3% |
| 30D | -8.3% | -2.3% | -6.1% | -8.2% |
| 3M | +6.0% | +2.6% | +3.4% | +5.8% |
| 6M | 0.0% | -17.5% | +17.5% | +1.4% |
| YTD | +10.2% | -5.3% | +15.5% | +10.5% |
| 1Y | +3.2% | -14.8% | +18.0% | +4.5% |
| 3Y | +21.0% | +18.8% | +2.1% | +19.2% |
| All | +21.0% | +19.1% | +1.9% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling