+537.0%
TDG vs ITW
+194.8%
+342.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.4% |
| 7D | -1.9% | -0.7% | -1.1% | -1.4% |
| 30D | -7.7% | -8.3% | +0.6% | -2.1% |
| 3M | -9.3% | +6.0% | -15.4% | -13.2% |
| 6M | -9.4% | 0.0% | -9.4% | -9.8% |
| YTD | -14.3% | +10.2% | -24.5% | -21.1% |
| 1Y | -11.8% | +3.2% | -15.0% | -15.3% |
| 3Y | +52.0% | +21.0% | +31.0% | +27.4% |
| 5Y | +128.8% | +37.9% | +90.9% | +70.8% |
| All | +537.0% | +194.8% | +342.1% | +211.5% |
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