+59.6%
TXN vs ITW
+36.9%
+22.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.0% |
| 7D | +4.0% | -0.7% | +4.7% | +4.5% |
| 30D | -2.9% | -8.3% | +5.5% | +3.8% |
| 3M | -9.1% | +6.0% | -15.1% | -13.8% |
| 6M | +36.6% | 0.0% | +36.6% | +35.8% |
| YTD | +57.5% | +10.2% | +47.3% | +44.5% |
| 1Y | +49.5% | +3.2% | +46.3% | +44.3% |
| 3Y | +76.5% | +21.0% | +55.6% | +49.8% |
| All | +59.6% | +36.9% | +22.7% | +18.5% |
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