+9,757.5%
ITW vs TXT
+2,196.3%
+7,561.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | -0.5% | -5.0% | +4.4% | +1.0% |
| 6M | +16.4% | -8.4% | +24.8% | +19.3% |
| YTD | +19.0% | -4.0% | +22.9% | +19.4% |
| 1Y | +20.2% | +2.8% | +17.4% | +17.8% |
| 3Y | +33.1% | +10.3% | +22.8% | +25.7% |
| 5Y | +35.7% | +9.2% | +26.5% | +27.1% |
| 10Y | +194.0% | +89.6% | +104.4% | +114.0% |
| All | +9,757.5% | +2,196.3% | +7,561.2% | +2,423.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling