-42.3%
TMF vs WTW
+65.4%
-107.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +1.0% | -2.7% | +3.7% | +1.3% |
| 30D | -1.8% | -5.6% | +3.8% | -1.2% |
| 3M | -8.2% | +26.5% | -34.7% | -10.8% |
| 6M | -19.5% | +8.1% | -27.6% | -20.2% |
| YTD | -16.0% | -0.3% | -15.7% | -16.0% |
| 1Y | -22.5% | -0.9% | -21.6% | -22.6% |
| 3Y | -42.3% | +66.6% | -108.9% | -54.1% |
| All | -42.3% | +65.4% | -107.6% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling