+1,802.9%
TER vs ITW
+191.6%
+1,611.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.9% |
| 7D | +9.4% | -2.4% | +11.7% | +11.5% |
| 30D | -2.4% | -9.5% | +7.1% | +6.1% |
| 3M | +6.5% | +6.6% | -0.1% | -0.5% |
| 6M | +23.2% | -1.8% | +24.9% | +24.2% |
| YTD | +91.5% | +9.0% | +82.5% | +77.2% |
| 1Y | +214.8% | +3.6% | +211.2% | +202.6% |
| 3Y | +275.3% | +19.4% | +255.9% | +221.7% |
| 5Y | +211.9% | +36.4% | +175.5% | +142.0% |
| All | +1,802.9% | +191.6% | +1,611.4% | +784.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling