+310.3%
TPR vs ITW
+19.4%
+290.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -2.3% | -3.6% | +1.3% | +0.3% |
| 30D | -23.0% | -9.1% | -13.8% | -17.3% |
| 3M | -12.5% | +8.2% | -20.7% | -17.8% |
| 6M | -21.4% | -4.8% | -16.7% | -18.9% |
| YTD | -3.5% | +11.0% | -14.5% | -11.2% |
| 1Y | +17.4% | +4.2% | +13.1% | +13.0% |
| All | +310.3% | +19.4% | +290.9% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling