+126.9%
TD vs WTW
+42.0%
+84.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.5% | -5.7% | +5.2% | +0.7% |
| 30D | -1.9% | -7.3% | +5.4% | -0.4% |
| 3M | +4.8% | +21.5% | -16.7% | +0.1% |
| 6M | +28.0% | +9.6% | +18.4% | +24.7% |
| YTD | +30.3% | -3.3% | +33.6% | +30.7% |
| 1Y | +59.8% | -6.1% | +65.9% | +61.5% |
| 3Y | +124.7% | +61.8% | +62.9% | +85.8% |
| All | +126.9% | +42.0% | +84.9% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling