+95.0%
ITW vs TXG
+24.6%
+70.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.0% |
| 7D | -1.9% | +9.1% | -11.0% | -2.8% |
| 30D | -10.4% | +14.9% | -25.3% | -11.8% |
| 3M | +3.5% | +120.0% | -116.5% | -5.5% |
| 6M | -3.4% | +221.8% | -225.2% | -15.8% |
| YTD | +8.5% | +312.6% | -304.1% | -8.5% |
| 1Y | +3.2% | +398.4% | -395.2% | -15.7% |
| 3Y | +18.9% | +42.1% | -23.2% | +6.6% |
| 5Y | +35.0% | -63.5% | +98.5% | +29.8% |
| All | +95.0% | +24.6% | +70.4% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling