+303.8%
TD vs WTW
+198.0%
+105.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.5% | -5.7% | +5.2% | +1.4% |
| 30D | -1.9% | -7.3% | +5.4% | +0.5% |
| 3M | +4.8% | +21.5% | -16.7% | -2.6% |
| 6M | +28.0% | +9.6% | +18.4% | +22.5% |
| YTD | +30.3% | -3.3% | +33.6% | +29.8% |
| 1Y | +59.8% | -6.1% | +65.9% | +60.7% |
| 3Y | +124.7% | +61.8% | +62.9% | +76.9% |
| 5Y | +127.0% | +42.7% | +84.3% | +85.3% |
| All | +303.8% | +198.0% | +105.8% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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