+1,866.0%
T vs ITW
+9,539.7%
-7,673.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | +7.6% | -9.4% | +17.0% | +11.5% |
| 3M | +15.3% | +7.1% | +8.2% | +12.2% |
| 6M | -8.5% | -1.9% | -6.6% | -8.3% |
| YTD | +6.8% | +10.4% | -3.7% | +2.3% |
| 1Y | -7.2% | +3.3% | -10.5% | -9.1% |
| 3Y | +108.2% | +21.0% | +87.2% | +90.4% |
| 5Y | +66.1% | +36.3% | +29.7% | +43.4% |
| 10Y | +65.3% | +185.8% | -120.5% | +7.5% |
| All | +1,866.0% | +9,539.7% | -7,673.7% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling