+3,514.3%
TKO vs WTW
+1,102.0%
+2,412.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +2.3% | -5.7% | +8.0% | +4.2% |
| 30D | -2.5% | -7.3% | +4.8% | -0.2% |
| 3M | -10.6% | +21.5% | -32.1% | -16.3% |
| 6M | -5.1% | +9.6% | -14.7% | -8.7% |
| YTD | -8.2% | -3.3% | -4.9% | -8.5% |
| 1Y | -4.4% | -6.1% | +1.7% | -3.9% |
| 3Y | +100.4% | +61.8% | +38.5% | +67.2% |
| 5Y | +294.3% | +42.7% | +251.6% | +239.2% |
| 10Y | +983.2% | +197.2% | +785.9% | +617.5% |
| All | +3,514.3% | +1,102.0% | +2,412.3% | +1,798.0% |
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