+36.0%
TSM vs WTW
+8.6%
+27.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -1.3% |
| 7D | -10.0% | +4.9% | -14.9% | -8.5% |
| 30D | -18.5% | +17.1% | -35.6% | -14.3% |
| 3M | -4.9% | -0.3% | -4.5% | -4.1% |
| 6M | -1.0% | +30.7% | -31.6% | +8.7% |
| YTD | +31.3% | +3.7% | +27.5% | +39.1% |
| 1Y | +36.0% | +5.9% | +30.1% | +46.1% |
| All | +36.0% | +8.6% | +27.4% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling