+34.5%
TNA vs WTW
+7.8%
+26.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -2.9% |
| 7D | -7.6% | -7.8% | +0.2% | -9.4% |
| 30D | -13.6% | -7.9% | -5.8% | -15.3% |
| 3M | +2.8% | +19.9% | -17.1% | +11.3% |
| 6M | +34.5% | +9.8% | +24.7% | +42.3% |
| All | +34.5% | +7.8% | +26.7% | +42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling