+668.7%
TEL vs ITW
+672.7%
-4.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.4% |
| 7D | -2.3% | -2.4% | +0.1% | -0.4% |
| 30D | -6.1% | -9.5% | +3.5% | +1.8% |
| 3M | +1.7% | +6.6% | -5.0% | -3.8% |
| 6M | +1.6% | -1.8% | +3.4% | +3.0% |
| YTD | -9.1% | +9.0% | -18.1% | -15.8% |
| 1Y | -1.7% | +3.6% | -5.2% | -5.5% |
| 3Y | +67.3% | +19.4% | +47.9% | +42.2% |
| 5Y | +52.1% | +36.4% | +15.7% | +15.6% |
| 10Y | +299.3% | +190.0% | +109.4% | +57.8% |
| All | +668.7% | +672.7% | -4.0% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling