+19.7%
TMO vs WTW
+5.5%
+14.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -4.5% | +4.9% | -9.5% | -4.9% |
| 30D | +3.1% | +15.3% | -12.2% | +1.7% |
| 3M | +17.2% | -0.1% | +17.4% | +17.5% |
| 6M | +45.3% | +30.6% | +14.7% | +42.0% |
| YTD | +17.1% | +3.5% | +13.7% | +15.9% |
| 1Y | +19.7% | +5.5% | +14.1% | +18.0% |
| All | +19.7% | +5.5% | +14.1% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling