-24.1%
TE vs ITW
+20.2%
-44.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | -0.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.8% |
| 30D | -5.9% | -8.3% | +2.4% | +1.1% |
| 3M | -45.6% | +6.0% | -51.6% | -50.0% |
| 6M | -43.4% | 0.0% | -43.4% | -45.2% |
| YTD | -31.0% | +10.2% | -41.2% | -41.5% |
| 1Y | +145.2% | +3.2% | +142.0% | +121.8% |
| 3Y | -24.1% | +21.0% | -45.0% | -43.3% |
| All | -24.1% | +20.2% | -44.3% | -43.3% |
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