+293.7%
TMUS vs ITW
+774.8%
-481.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +4.9% | +2.3% | +2.6% | +3.7% |
| 30D | +7.7% | +6.7% | +1.0% | +4.1% |
| 3M | -6.8% | -0.5% | -6.2% | -6.6% |
| 6M | -9.7% | +16.4% | -26.1% | -17.1% |
| YTD | -15.0% | +19.0% | -33.9% | -23.4% |
| 1Y | -19.1% | +20.2% | -39.3% | -27.7% |
| 3Y | +21.4% | +33.1% | -11.7% | +0.5% |
| 5Y | +51.2% | +35.7% | +15.5% | +20.8% |
| 10Y | +240.2% | +194.0% | +46.2% | +58.2% |
| All | +293.7% | +774.8% | -481.1% | -9.2% |
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 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