+285.0%
TSM vs ITW
+33.8%
+251.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.1% |
| 7D | +4.8% | -1.9% | +6.7% | +5.8% |
| 30D | +4.0% | -10.4% | +14.4% | +10.2% |
| 3M | +2.0% | +3.5% | -1.5% | -0.7% |
| 6M | +25.5% | -3.4% | +28.9% | +26.8% |
| YTD | +44.0% | +8.5% | +35.5% | +36.2% |
| 1Y | +75.4% | +3.2% | +72.2% | +69.9% |
| 3Y | +406.7% | +18.9% | +387.9% | +339.6% |
| 5Y | +285.0% | +35.0% | +250.0% | +193.3% |
| All | +285.0% | +33.8% | +251.2% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling