+19.3%
TPR vs ITW
+24.0%
-4.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +1.9% |
| 7D | +12.6% | +6.3% | +6.4% | +8.1% |
| 30D | +7.1% | +11.1% | -3.9% | -0.1% |
| 3M | -19.4% | +0.1% | -19.5% | -19.5% |
| 6M | -9.7% | +18.1% | -27.8% | -19.6% |
| YTD | -1.0% | +21.4% | -22.4% | -12.1% |
| 1Y | +19.3% | +22.9% | -3.6% | +5.4% |
| All | +19.3% | +24.0% | -4.7% | +5.4% |
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