+15,818.7%
TT vs ITW
+9,591.0%
+6,227.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | 0.0% | -3.6% | +3.6% | +2.6% |
| 30D | -7.2% | -9.1% | +2.0% | -0.5% |
| 3M | -3.0% | +8.2% | -11.2% | -8.5% |
| 6M | +1.4% | -4.8% | +6.1% | +4.8% |
| YTD | +15.9% | +11.0% | +4.9% | +7.1% |
| 1Y | +9.4% | +4.2% | +5.2% | +5.4% |
| 3Y | +124.4% | +17.3% | +107.1% | +95.0% |
| 5Y | +138.0% | +33.0% | +105.0% | +88.4% |
| 10Y | +886.4% | +182.3% | +704.1% | +342.3% |
| All | +15,818.7% | +9,591.0% | +6,227.7% | +1,004.0% |
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