+47,655.7%
TSCO vs ITW
+4,383.7%
+43,272.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.2% |
| 30D | -4.4% | -9.5% | +5.2% | -0.4% |
| 3M | +9.7% | +6.6% | +3.0% | +6.7% |
| 6M | -32.4% | -1.8% | -30.7% | -32.0% |
| YTD | -31.7% | +9.0% | -40.7% | -34.2% |
| 1Y | -41.3% | +3.6% | -44.8% | -42.3% |
| 3Y | -18.3% | +19.4% | -37.7% | -24.4% |
| 5Y | -10.3% | +36.4% | -46.6% | -21.7% |
| 10Y | +188.5% | +190.0% | -1.5% | +80.9% |
| All | +47,655.7% | +4,383.7% | +43,272.0% | +16,946.9% |
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