+736.3%
TT vs ITW
+192.7%
+543.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +4.0% | +2.3% | +1.7% | +2.4% |
| 30D | -11.3% | +6.7% | -18.0% | -15.6% |
| 3M | -12.3% | -0.5% | -11.7% | -12.3% |
| 6M | -10.8% | +16.4% | -27.3% | -20.6% |
| YTD | +8.2% | +19.0% | -10.8% | -5.3% |
| 1Y | +1.5% | +20.2% | -18.7% | -12.0% |
| 3Y | +91.5% | +33.1% | +58.4% | +50.3% |
| 5Y | +130.2% | +35.7% | +94.5% | +76.8% |
| All | +736.3% | +192.7% | +543.6% | +262.8% |
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 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