+1,213.1%
TNA vs WTW
+616.2%
+596.9%
-88.1%
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% | +1.0% |
| 7D | -7.3% | -5.7% | -1.6% | +0.9% |
| 30D | -14.2% | -7.3% | -6.9% | -5.1% |
| 3M | -4.6% | +21.5% | -26.0% | -31.5% |
| 6M | +36.9% | +9.6% | +27.3% | +7.4% |
| YTD | +42.5% | -3.3% | +45.8% | +29.2% |
| 1Y | +45.8% | -6.1% | +51.9% | +36.6% |
| 3Y | +104.7% | +61.8% | +42.8% | -25.5% |
| 5Y | -21.7% | +42.7% | -64.4% | -61.6% |
| 10Y | +83.8% | +197.2% | -113.4% | -70.1% |
| All | +1,213.1% | +616.2% | +596.9% | -45.4% |
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