+70.3%
T vs ITW
+194.8%
-124.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | +7.5% | -8.3% | +15.8% | +11.4% |
| 3M | +14.8% | +6.0% | +8.8% | +11.8% |
| 6M | -1.7% | 0.0% | -1.7% | -2.3% |
| YTD | +8.7% | +10.2% | -1.5% | +3.4% |
| 1Y | -7.5% | +3.2% | -10.7% | -9.6% |
| 3Y | +110.2% | +21.0% | +89.3% | +88.1% |
| 5Y | +71.6% | +37.9% | +33.7% | +41.1% |
| All | +70.3% | +194.8% | -124.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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