+106.1%
T vs ITW
+18.9%
+87.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.4% | -2.4% | -0.1% | -2.0% |
| 30D | +4.3% | -9.5% | +13.8% | +6.3% |
| 3M | +11.6% | +6.6% | +4.9% | +10.2% |
| 6M | -5.6% | -1.8% | -3.8% | -5.3% |
| YTD | +6.6% | +9.0% | -2.4% | +4.5% |
| 1Y | -8.4% | +3.6% | -11.9% | -9.3% |
| All | +106.1% | +18.9% | +87.2% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling