+191.1%
TRI vs WTW
+198.0%
-7.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -7.9% | -5.7% | -2.2% | -6.0% |
| 30D | -4.5% | -7.3% | +2.7% | -1.9% |
| 3M | +22.1% | +21.5% | +0.6% | +14.6% |
| 6M | -2.8% | +9.6% | -12.4% | -6.0% |
| YTD | -23.4% | -3.3% | -20.1% | -23.5% |
| 1Y | -41.5% | -6.1% | -35.4% | -41.1% |
| 3Y | -19.2% | +61.8% | -81.0% | -33.3% |
| 5Y | -9.4% | +42.7% | -52.1% | -22.8% |
| All | +191.1% | +198.0% | -7.0% | +100.6% |
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