+328.6%
TMO vs ITW
+194.8%
+133.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +1.1% | -8.3% | +9.5% | +5.6% |
| 3M | +28.3% | +6.0% | +22.3% | +24.4% |
| 6M | +23.3% | 0.0% | +23.3% | +22.7% |
| YTD | +5.5% | +10.2% | -4.8% | -0.7% |
| 1Y | +24.5% | +3.2% | +21.3% | +21.1% |
| 3Y | +19.6% | +21.0% | -1.4% | +7.3% |
| 5Y | +8.1% | +37.9% | -29.8% | -10.2% |
| All | +328.6% | +194.8% | +133.8% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling