+218.7%
TRU vs WTW
+198.5%
+20.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.7% | -5.7% | +3.0% | +0.2% |
| 30D | -2.0% | -7.3% | +5.2% | +1.8% |
| 3M | +18.4% | +21.5% | -3.0% | +7.1% |
| 6M | +8.9% | +9.6% | -0.8% | +3.1% |
| YTD | -8.9% | -3.3% | -5.7% | -9.1% |
| 1Y | -15.9% | -6.1% | -9.7% | -15.0% |
| 3Y | -1.1% | +61.8% | -62.9% | -27.6% |
| 5Y | -35.2% | +42.7% | -77.9% | -49.3% |
| 10Y | +145.3% | +197.2% | -52.0% | +30.6% |
| All | +218.7% | +198.5% | +20.1% | +64.3% |
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 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