+36.4%
ITW vs TXT
+10.7%
+25.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.9% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -9.5% | -10.2% | +0.7% | -5.0% |
| 3M | +6.6% | -13.3% | +19.9% | +13.2% |
| 6M | -1.8% | -14.4% | +12.6% | +4.6% |
| YTD | +9.0% | -9.1% | +18.1% | +12.4% |
| 1Y | +3.6% | -2.2% | +5.7% | +2.7% |
| 3Y | +19.4% | +5.1% | +14.4% | +11.6% |
| 5Y | +36.4% | +12.8% | +23.6% | +18.3% |
| All | +36.4% | +10.7% | +25.7% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling