-50.0%
TE vs ITW
+71.5%
-121.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.2% | -2.2% |
| 7D | +15.0% | -1.9% | +16.9% | +16.0% |
| 30D | -7.5% | -10.4% | +2.8% | -2.8% |
| 3M | -42.0% | +3.5% | -45.5% | -43.5% |
| 6M | -31.4% | -3.4% | -28.1% | -31.2% |
| YTD | -26.5% | +8.5% | -35.0% | -30.8% |
| 1Y | +153.1% | +3.2% | +149.9% | +142.6% |
| 3Y | -20.7% | +18.9% | -39.6% | -27.1% |
| 5Y | -45.4% | +35.0% | -80.5% | -51.5% |
| All | -50.0% | +71.5% | -121.5% | -55.4% |
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