+1,124.0%
TTMI vs ITW
+194.8%
+929.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +2.5% |
| 7D | +0.7% | -0.7% | +1.4% | +1.2% |
| 30D | -8.4% | -8.3% | -0.1% | -2.3% |
| 3M | -32.5% | +6.0% | -38.5% | -36.6% |
| 6M | +32.5% | 0.0% | +32.5% | +30.6% |
| YTD | +83.2% | +10.2% | +73.0% | +67.4% |
| 1Y | +161.7% | +3.2% | +158.5% | +150.2% |
| 3Y | +890.1% | +21.0% | +869.2% | +736.9% |
| 5Y | +832.4% | +37.9% | +794.5% | +609.3% |
| All | +1,124.0% | +194.8% | +929.2% | +474.2% |
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