+15.1%
TEAM vs ITW
+24.0%
-9.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | +0.4% |
| 7D | -13.7% | +6.3% | -20.0% | -11.4% |
| 30D | -3.4% | +11.1% | -14.5% | +0.8% |
| 3M | +72.1% | +0.1% | +72.0% | +71.0% |
| 6M | +103.8% | +18.1% | +85.7% | +129.9% |
| YTD | +17.1% | +21.4% | -4.3% | +29.5% |
| 1Y | +15.1% | +22.9% | -7.8% | +25.3% |
| All | +15.1% | +24.0% | -9.0% | +25.3% |
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 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