+32.4%
TXN vs ITW
-2.5%
+35.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.4% |
| 7D | +2.0% | -2.4% | +4.3% | +3.7% |
| 30D | -8.0% | -9.5% | +1.6% | -1.2% |
| 3M | -7.8% | +6.6% | -14.4% | -16.2% |
| 6M | +32.4% | -1.8% | +34.2% | +32.8% |
| All | +32.4% | -2.5% | +35.0% | +32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling