+76.5%
TNA vs WTW
+198.0%
-121.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -7.3% | -5.7% | -1.6% | -0.3% |
| 30D | -14.2% | -7.3% | -6.9% | -6.4% |
| 3M | -4.6% | +21.5% | -26.0% | -28.1% |
| 6M | +36.9% | +9.6% | +27.3% | +11.9% |
| YTD | +42.5% | -3.3% | +45.8% | +33.1% |
| 1Y | +45.8% | -6.1% | +51.9% | +40.5% |
| 3Y | +104.7% | +61.8% | +42.8% | -17.8% |
| 5Y | -21.7% | +42.7% | -64.4% | -58.4% |
| All | +76.5% | +198.0% | -121.5% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling