+1,779.8%
TSM vs ITW
+194.8%
+1,584.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | +1.0% | -8.3% | +9.3% | +5.7% |
| 3M | +2.9% | +6.0% | -3.1% | -1.0% |
| 6M | +22.8% | 0.0% | +22.8% | +22.0% |
| YTD | +43.3% | +10.2% | +33.1% | +34.8% |
| 1Y | +69.2% | +3.2% | +66.0% | +64.2% |
| 3Y | +404.5% | +21.0% | +383.5% | +341.8% |
| 5Y | +282.2% | +37.9% | +244.3% | +207.3% |
| All | +1,779.8% | +194.8% | +1,584.9% | +943.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling