+214.8%
TER vs ITW
+4.0%
+210.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.8% |
| 7D | +9.4% | -2.4% | +11.7% | +11.2% |
| 30D | -2.4% | -9.5% | +7.1% | +4.9% |
| 3M | +6.5% | +6.6% | -0.1% | -3.7% |
| 6M | +23.2% | -1.8% | +24.9% | +19.6% |
| YTD | +91.5% | +9.0% | +82.5% | +80.7% |
| 1Y | +214.8% | +3.6% | +211.2% | +209.9% |
| All | +214.8% | +4.0% | +210.8% | +209.9% |
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