-49.3%
TE vs ITW
+36.9%
-86.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | -45.6% | +6.0% | -51.6% | -49.7% |
| 6M | -43.4% | 0.0% | -43.4% | -44.9% |
| YTD | -31.0% | +10.2% | -41.2% | -40.1% |
| 1Y | +145.2% | +3.2% | +142.0% | +124.0% |
| 3Y | -24.1% | +21.0% | -45.0% | -39.6% |
| All | -49.3% | +36.9% | -86.2% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling