-8.6%
TEL vs ITW
+24.0%
-32.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.2% |
| 7D | -0.5% | +6.3% | -6.8% | -4.1% |
| 30D | +0.6% | +11.1% | -10.5% | -5.8% |
| 3M | +2.0% | +0.1% | +1.9% | +2.0% |
| 6M | +8.1% | +18.1% | -10.0% | -3.0% |
| YTD | -2.2% | +21.4% | -23.6% | -12.9% |
| 1Y | -8.6% | +22.9% | -31.5% | -19.4% |
| All | -8.6% | +24.0% | -32.6% | -19.4% |
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 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