+41.9%
TMUS vs ITW
+33.8%
+8.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -1.9% |
| 7D | -5.3% | -1.9% | -3.4% | -4.8% |
| 30D | +0.1% | -10.4% | +10.5% | +3.5% |
| 3M | -0.6% | +3.5% | -4.1% | -1.8% |
| 6M | -17.5% | -3.4% | -14.2% | -16.9% |
| YTD | -11.3% | +8.5% | -19.8% | -14.0% |
| 1Y | -25.4% | +3.2% | -28.6% | -26.6% |
| 3Y | +35.5% | +18.9% | +16.6% | +24.9% |
| 5Y | +41.9% | +35.0% | +6.9% | +20.7% |
| All | +41.9% | +33.8% | +8.1% | +20.7% |
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 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