+13,634.3%
TSM vs ITW
+1,801.0%
+11,833.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.2% |
| 7D | +2.7% | -3.6% | +6.3% | +4.9% |
| 30D | +3.6% | -9.1% | +12.7% | +9.5% |
| 3M | -3.4% | +8.2% | -11.6% | -8.4% |
| 6M | +20.6% | -4.8% | +25.4% | +23.4% |
| YTD | +41.9% | +11.0% | +30.8% | +32.2% |
| 1Y | +84.4% | +4.2% | +80.1% | +77.3% |
| 3Y | +380.2% | +17.3% | +363.0% | +324.8% |
| 5Y | +275.3% | +33.0% | +242.3% | +204.0% |
| 10Y | +1,751.4% | +182.3% | +1,569.1% | +802.5% |
| All | +13,634.3% | +1,801.0% | +11,833.3% | +1,442.6% |
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 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