+8,387.8%
TPR vs ITW
+1,600.7%
+6,787.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | +0.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.6% |
| 30D | +15.1% | +7.7% | +7.4% | +7.7% |
| 3M | -13.4% | -1.3% | -12.1% | -12.6% |
| 6M | +1.4% | +15.5% | -14.1% | -11.3% |
| YTD | +4.8% | +18.6% | -13.9% | -10.7% |
| 1Y | +29.2% | +19.8% | +9.4% | +9.0% |
| 3Y | +403.7% | +32.5% | +371.2% | +284.7% |
| 5Y | +230.8% | +35.3% | +195.5% | +147.9% |
| 10Y | +369.2% | +193.2% | +176.0% | +85.6% |
| All | +8,387.8% | +1,600.7% | +6,787.1% | +628.6% |
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