+624.0%
TGT vs WTW
+1,101.3%
-477.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -5.0% | -7.8% | +2.7% | -2.5% |
| 30D | +3.0% | -7.9% | +10.9% | +5.8% |
| 3M | +22.6% | +19.9% | +2.7% | +15.2% |
| 6M | +31.2% | +9.8% | +21.4% | +26.1% |
| YTD | +63.7% | -3.3% | +67.0% | +63.3% |
| 1Y | +78.5% | -3.3% | +81.8% | +77.8% |
| 3Y | +40.5% | +61.5% | -21.0% | +16.0% |
| 5Y | -25.6% | +42.6% | -68.2% | -36.2% |
| 10Y | +204.7% | +197.1% | +7.7% | +98.9% |
| All | +624.0% | +1,101.3% | -477.3% | +262.3% |
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 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