+56.5%
TEL vs ITW
+36.9%
+19.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.7% |
| 7D | +1.6% | -0.7% | +2.3% | +2.2% |
| 30D | -0.7% | -8.3% | +7.7% | +6.4% |
| 3M | +2.4% | +6.0% | -3.6% | -2.6% |
| 6M | +4.1% | 0.0% | +4.1% | +4.0% |
| YTD | -5.8% | +10.2% | -16.0% | -13.7% |
| 1Y | +0.9% | +3.2% | -2.3% | -2.8% |
| 3Y | +72.6% | +21.0% | +51.6% | +43.9% |
| All | +56.5% | +36.9% | +19.6% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling