+191.2%
TER vs ITW
+33.4%
+157.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +14.4% | +2.3% | +12.0% | +12.3% |
| 30D | -30.6% | +6.7% | -37.3% | -34.6% |
| 3M | -39.2% | -0.5% | -38.6% | -39.1% |
| 6M | -31.3% | +16.4% | -47.7% | -42.2% |
| YTD | +29.1% | +19.0% | +10.1% | +7.8% |
| 1Y | +47.4% | +20.2% | +27.2% | +21.5% |
| 3Y | +191.2% | +33.1% | +158.1% | +118.7% |
| All | +191.2% | +33.4% | +157.8% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling