-16.1%
TEAM vs ITW
+18.9%
-35.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | -7.8% | -2.4% | -5.4% | -7.0% |
| 30D | +16.5% | -9.5% | +26.1% | +20.4% |
| 3M | +96.2% | +6.6% | +89.5% | +92.8% |
| 6M | +130.2% | -1.8% | +131.9% | +132.0% |
| YTD | +10.7% | +9.0% | +1.7% | +3.0% |
| 1Y | +3.0% | +3.6% | -0.6% | -0.8% |
| All | -16.1% | +18.9% | -35.0% | -29.2% |
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 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