+911.5%
TT vs ITW
+191.6%
+719.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.3% |
| 7D | -1.0% | -2.4% | +1.4% | +0.8% |
| 30D | -8.9% | -9.5% | +0.6% | -2.0% |
| 3M | -1.8% | +6.6% | -8.5% | -6.6% |
| 6M | +1.9% | -1.8% | +3.6% | +2.9% |
| YTD | +13.8% | +9.0% | +4.8% | +6.4% |
| 1Y | +6.1% | +3.6% | +2.6% | +2.6% |
| 3Y | +119.6% | +19.4% | +100.1% | +87.2% |
| 5Y | +145.9% | +36.4% | +109.5% | +88.3% |
| All | +911.5% | +191.6% | +719.9% | +329.6% |
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