+14,183.4%
TER vs ITW
+9,591.0%
+4,592.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.0% | +5.9% |
| 7D | +0.6% | -3.6% | +4.2% | +3.3% |
| 30D | -8.3% | -9.1% | +0.9% | -1.8% |
| 3M | -12.2% | +8.2% | -20.4% | -17.7% |
| 6M | +17.1% | -4.8% | +21.8% | +21.1% |
| YTD | +84.7% | +11.0% | +73.6% | +71.5% |
| 1Y | +199.9% | +4.2% | +195.7% | +190.1% |
| 3Y | +232.8% | +17.3% | +215.5% | +198.9% |
| 5Y | +198.6% | +33.0% | +165.6% | +149.1% |
| 10Y | +1,669.7% | +182.3% | +1,487.4% | +766.2% |
| All | +14,183.4% | +9,591.0% | +4,592.4% | +1,256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling