-86.5%
TMF vs WTW
+197.9%
-284.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -4.0% | -3.3% |
| 7D | -4.8% | -7.8% | +3.0% | -5.9% |
| 30D | -4.9% | -7.9% | +3.0% | -6.0% |
| 3M | -13.4% | +19.9% | -33.4% | -10.8% |
| 6M | -23.0% | +9.8% | -32.8% | -21.7% |
| YTD | -20.2% | -3.3% | -16.8% | -20.4% |
| 1Y | -26.5% | -3.3% | -23.2% | -26.6% |
| 3Y | -45.2% | +61.5% | -106.7% | -38.7% |
| 5Y | -88.4% | +42.6% | -131.0% | -87.3% |
| All | -86.5% | +197.9% | -284.4% | -80.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling