+407.0%
TSM vs ITW
+18.4%
+388.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | +4.8% | -1.9% | +6.7% | +5.6% |
| 30D | +4.0% | -10.4% | +14.4% | +9.0% |
| 3M | +2.0% | +3.5% | -1.5% | -0.6% |
| 6M | +25.5% | -3.4% | +28.9% | +26.1% |
| YTD | +44.0% | +8.5% | +35.5% | +37.3% |
| 1Y | +75.4% | +3.2% | +72.2% | +70.9% |
| All | +407.0% | +18.4% | +388.6% | +330.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling