+239.1%
TPR vs ITW
+36.7%
+202.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -3.4% | -0.4% | -2.9% | -3.0% |
| 30D | -27.3% | -9.4% | -17.9% | -21.0% |
| 3M | -16.2% | +7.1% | -23.3% | -21.3% |
| 6M | -17.9% | -1.9% | -16.0% | -16.9% |
| YTD | -7.1% | +10.4% | -17.6% | -15.3% |
| 1Y | +13.6% | +3.3% | +10.3% | +9.4% |
| 3Y | +293.7% | +21.0% | +272.7% | +223.3% |
| 5Y | +239.1% | +36.3% | +202.8% | +143.2% |
| All | +239.1% | +36.7% | +202.4% | +143.2% |
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 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