+33.1%
ITW vs TXT
+10.4%
+22.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +6.7% | +13.3% | -6.6% | +1.0% |
| 3M | -0.5% | -5.0% | +4.4% | +1.4% |
| 6M | +16.4% | -8.4% | +24.8% | +19.8% |
| YTD | +19.0% | -4.0% | +22.9% | +19.1% |
| 1Y | +20.2% | +2.8% | +17.4% | +16.5% |
| 3Y | +33.1% | +10.3% | +22.8% | +25.3% |
| All | +33.1% | +10.4% | +22.7% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling