+7,716.5%
TPR vs ITW
+1,491.8%
+6,224.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -2.3% | -3.6% | +1.3% | +0.8% |
| 30D | -23.0% | -9.1% | -13.8% | -16.2% |
| 3M | -12.5% | +8.2% | -20.7% | -18.6% |
| 6M | -21.4% | -4.8% | -16.7% | -18.2% |
| YTD | -3.5% | +11.0% | -14.5% | -12.6% |
| 1Y | +17.4% | +4.2% | +13.1% | +11.9% |
| 3Y | +291.3% | +17.3% | +274.0% | +233.0% |
| 5Y | +241.9% | +33.0% | +208.9% | +160.1% |
| 10Y | +322.7% | +182.3% | +140.3% | +73.1% |
| All | +7,716.5% | +1,491.8% | +6,224.7% | +613.0% |
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