+228.2%
TER vs ITW
+33.8%
+194.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +4.9% |
| 7D | +12.4% | -1.9% | +14.3% | +14.3% |
| 30D | +5.1% | -10.4% | +15.5% | +17.0% |
| 3M | +4.0% | +3.5% | +0.4% | -1.5% |
| 6M | +29.5% | -3.4% | +32.9% | +32.3% |
| YTD | +98.5% | +8.5% | +89.9% | +80.6% |
| 1Y | +234.1% | +3.2% | +230.9% | +217.8% |
| 3Y | +289.0% | +18.9% | +270.1% | +217.8% |
| 5Y | +228.2% | +35.0% | +193.1% | +123.1% |
| All | +228.2% | +33.8% | +194.4% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling