+292.2%
TER vs ITW
+18.4%
+273.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +4.7% |
| 7D | +12.4% | -1.9% | +14.3% | +14.2% |
| 30D | +5.1% | -10.4% | +15.5% | +16.1% |
| 3M | +4.0% | +3.5% | +0.4% | -1.9% |
| 6M | +29.5% | -3.4% | +32.9% | +31.3% |
| YTD | +98.5% | +8.5% | +89.9% | +80.9% |
| 1Y | +234.1% | +3.2% | +230.9% | +218.0% |
| All | +292.2% | +18.4% | +273.8% | +224.7% |
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