+88.6%
TGT vs ITW
+24.0%
+64.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +4.7% |
| 7D | +9.5% | +6.3% | +3.2% | +7.1% |
| 30D | +6.6% | +11.1% | -4.5% | +2.8% |
| 3M | +11.0% | +0.1% | +10.9% | +10.6% |
| 6M | +29.9% | +18.1% | +11.8% | +21.8% |
| YTD | +71.4% | +21.4% | +50.0% | +52.4% |
| 1Y | +88.6% | +22.9% | +65.7% | +62.7% |
| All | +88.6% | +24.0% | +64.6% | +62.7% |
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 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