+12,702.2%
TSM vs ITW
+1,936.6%
+10,765.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.8% |
| 7D | +6.2% | +2.3% | +3.9% | +4.8% |
| 30D | -7.3% | +6.7% | -14.0% | -10.9% |
| 3M | -7.1% | -0.5% | -6.6% | -7.2% |
| 6M | +0.2% | +16.4% | -16.2% | -9.3% |
| YTD | +32.2% | +19.0% | +13.3% | +17.9% |
| 1Y | +42.8% | +20.2% | +22.6% | +26.1% |
| 3Y | +330.4% | +33.1% | +297.3% | +252.0% |
| 5Y | +263.9% | +35.7% | +228.2% | +190.9% |
| 10Y | +1,580.2% | +194.0% | +1,386.2% | +698.7% |
| All | +12,702.2% | +1,936.6% | +10,765.6% | +1,275.8% |
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