+233.5%
TPR vs ITW
+38.5%
+195.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | +12.1% | +0.5% | +11.6% | +11.4% |
| 30D | +16.7% | +9.1% | +7.6% | +8.3% |
| 3M | -17.4% | -1.6% | -15.8% | -16.4% |
| 6M | +2.3% | +14.5% | -12.2% | -9.4% |
| YTD | +7.1% | +19.2% | -12.0% | -8.6% |
| 1Y | +29.5% | +20.9% | +8.6% | +8.8% |
| 3Y | +415.0% | +33.1% | +381.9% | +288.3% |
| All | +233.5% | +38.5% | +195.0% | +125.1% |
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