+148.6%
TE vs ITW
+5.8%
+142.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.2% |
| 7D | -4.0% | -3.6% | -0.4% | -5.1% |
| 30D | -15.9% | -9.1% | -6.8% | -18.6% |
| 3M | -60.5% | +8.2% | -68.8% | -60.2% |
| 6M | -35.2% | -4.8% | -30.4% | -38.4% |
| YTD | -31.1% | +11.0% | -42.2% | -25.7% |
| 1Y | +148.6% | +4.2% | +144.4% | +140.1% |
| All | +148.6% | +5.8% | +142.9% | +140.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling