+98.1%
ITW vs TXG
+27.0%
+71.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.8% |
| 7D | -0.7% | +9.5% | -10.2% | -1.7% |
| 30D | -8.3% | +18.8% | -27.1% | -10.1% |
| 3M | +6.0% | +136.1% | -130.1% | -3.9% |
| 6M | 0.0% | +235.2% | -235.3% | -13.3% |
| YTD | +10.2% | +320.5% | -310.3% | -7.2% |
| 1Y | +3.2% | +425.2% | -422.0% | -16.2% |
| 3Y | +21.0% | +42.9% | -21.9% | +8.4% |
| 5Y | +37.9% | -62.8% | +100.7% | +32.3% |
| All | +98.1% | +27.0% | +71.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling