+12,926.4%
TDG vs WTW
+446.7%
+12,479.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.9% | -5.7% | +3.8% | +0.8% |
| 30D | -7.7% | -7.3% | -0.4% | -4.6% |
| 3M | -9.3% | +21.5% | -30.8% | -17.8% |
| 6M | -9.4% | +9.6% | -19.0% | -14.6% |
| YTD | -14.3% | -3.3% | -11.0% | -15.3% |
| 1Y | -11.8% | -6.1% | -5.7% | -11.8% |
| 3Y | +52.0% | +61.8% | -9.9% | +14.1% |
| 5Y | +128.8% | +42.7% | +86.2% | +81.9% |
| 10Y | +543.8% | +197.2% | +346.6% | +259.6% |
| All | +12,926.4% | +446.7% | +12,479.7% | +4,972.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling