+9,101.3%
ITW vs TXT
+2,070.1%
+7,031.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -3.6% | -4.8% | +1.2% | -1.8% |
| 30D | -9.1% | -10.6% | +1.5% | -5.4% |
| 3M | +8.2% | -13.2% | +21.4% | +13.5% |
| 6M | -4.8% | -20.3% | +15.6% | +2.8% |
| YTD | +11.0% | -9.3% | +20.3% | +14.1% |
| 1Y | +4.2% | -2.7% | +6.9% | +4.3% |
| 3Y | +17.3% | +1.4% | +15.9% | +14.4% |
| 5Y | +33.0% | +9.6% | +23.4% | +24.8% |
| 10Y | +182.3% | +94.9% | +87.4% | +104.3% |
| All | +9,101.3% | +2,070.1% | +7,031.2% | +2,311.9% |
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