+106.8%
ITW vs TW
+211.2%
-104.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -10.4% | -0.6% | -9.8% | -10.3% |
| 3M | +3.5% | +3.4% | +0.1% | +2.4% |
| 6M | -3.4% | -18.4% | +15.1% | +0.8% |
| YTD | +8.5% | -3.9% | +12.4% | +8.5% |
| 1Y | +3.2% | -13.3% | +16.6% | +5.7% |
| 3Y | +18.9% | +20.8% | -1.9% | +8.4% |
| 5Y | +35.0% | +20.3% | +14.7% | +20.6% |
| All | +106.8% | +211.2% | -104.4% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling