+148.2%
TT vs ITW
+33.8%
+114.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.8% |
| 7D | +1.4% | -1.9% | +3.3% | +2.8% |
| 30D | -6.7% | -10.4% | +3.7% | +0.8% |
| 3M | -5.4% | +3.5% | -8.9% | -7.9% |
| 6M | +4.4% | -3.4% | +7.7% | +6.6% |
| YTD | +14.9% | +8.5% | +6.4% | +8.1% |
| 1Y | +9.3% | +3.2% | +6.0% | +6.0% |
| 3Y | +121.7% | +18.9% | +102.8% | +88.2% |
| 5Y | +148.2% | +35.0% | +113.1% | +83.3% |
| All | +148.2% | +33.8% | +114.3% | +83.3% |
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