-82.1%
TMF vs WTW
+218.5%
-300.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.1% |
| 7D | -9.3% | +2.0% | -11.2% | -9.0% |
| 30D | +1.9% | +12.9% | -10.9% | +3.6% |
| 3M | -11.2% | +0.7% | -12.0% | -11.3% |
| 6M | -17.7% | +39.5% | -57.2% | -13.5% |
| YTD | -24.5% | +3.1% | -27.6% | -24.1% |
| 1Y | -29.4% | +4.8% | -34.2% | -28.8% |
| 3Y | -33.4% | +42.9% | -76.4% | -28.1% |
| 5Y | -88.7% | +55.3% | -144.0% | -87.5% |
| All | -82.1% | +218.5% | -300.6% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling