+1.1%
TEL vs ITW
+5.8%
-4.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +3.0% | -3.6% | +6.5% | +5.1% |
| 30D | -3.9% | -9.1% | +5.2% | +1.6% |
| 3M | -5.1% | +8.2% | -13.3% | -9.4% |
| 6M | +0.6% | -4.8% | +5.4% | +0.6% |
| YTD | -7.3% | +11.0% | -18.3% | -11.3% |
| 1Y | +1.1% | +4.2% | -3.1% | -1.0% |
| All | +1.1% | +5.8% | -4.6% | -1.0% |
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