+2,798.0%
TMO vs WTW
+1,102.0%
+1,696.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -5.7% | +5.1% | +1.5% |
| 30D | +1.1% | -7.3% | +8.4% | +3.9% |
| 3M | +28.3% | +21.5% | +6.9% | +19.0% |
| 6M | +23.3% | +9.6% | +13.6% | +18.0% |
| YTD | +5.5% | -3.3% | +8.7% | +5.0% |
| 1Y | +24.5% | -6.1% | +30.7% | +25.2% |
| 3Y | +19.6% | +61.8% | -42.3% | -3.4% |
| 5Y | +8.1% | +42.7% | -34.6% | -9.0% |
| 10Y | +336.7% | +197.2% | +139.5% | +171.4% |
| All | +2,798.0% | +1,102.0% | +1,696.0% | +1,263.2% |
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