-68.7%
TMF vs WTW
+661.1%
-729.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | -0.3% |
| 7D | -1.4% | -2.6% | +1.2% | -2.3% |
| 30D | -2.8% | -1.0% | -1.8% | -3.1% |
| 3M | -10.9% | +29.9% | -40.8% | -2.9% |
| 6M | -21.3% | +10.7% | -32.0% | -18.4% |
| YTD | -15.9% | +2.6% | -18.5% | -14.8% |
| 1Y | -15.7% | +2.8% | -18.5% | -14.5% |
| 3Y | -43.4% | +67.3% | -110.6% | -30.4% |
| 5Y | -87.8% | +56.6% | -144.4% | -85.2% |
| 10Y | -86.7% | +204.1% | -290.8% | -74.2% |
| All | -68.7% | +661.1% | -729.8% | +24.8% |
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