-88.3%
TMF vs WTW
+55.3%
-143.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | -9.3% | +2.0% | -11.2% | -9.5% |
| 30D | +1.9% | +12.9% | -10.9% | +0.5% |
| 3M | -11.2% | +0.7% | -12.0% | -11.5% |
| 6M | -17.7% | +39.5% | -57.2% | -20.6% |
| YTD | -24.5% | +3.1% | -27.6% | -25.0% |
| 1Y | -29.4% | +4.8% | -34.2% | -30.1% |
| 3Y | -33.4% | +42.9% | -76.4% | -36.5% |
| All | -88.3% | +55.3% | -143.5% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling