+188.3%
ITW vs TXT
+107.7%
+80.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.1% |
| 7D | -0.7% | +2.4% | -3.2% | -1.8% |
| 30D | -8.3% | -8.9% | +0.6% | -4.3% |
| 3M | +6.0% | -13.6% | +19.6% | +12.8% |
| 6M | 0.0% | -13.1% | +13.1% | +5.8% |
| YTD | +10.2% | -7.0% | +17.3% | +12.7% |
| 1Y | +3.2% | -1.4% | +4.6% | +2.3% |
| 3Y | +21.0% | +6.9% | +14.0% | +13.4% |
| 5Y | +37.9% | +15.4% | +22.5% | +22.1% |
| All | +188.3% | +107.7% | +80.6% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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