+1,779.8%
TSM vs WTW
+198.0%
+1,581.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +1.0% | -5.7% | +6.7% | +2.7% |
| 30D | +1.0% | -7.3% | +8.2% | +3.0% |
| 3M | +2.9% | +21.5% | -18.6% | -3.8% |
| 6M | +22.8% | +9.6% | +13.2% | +17.9% |
| YTD | +43.3% | -3.3% | +46.6% | +42.5% |
| 1Y | +69.2% | -6.1% | +75.3% | +69.5% |
| 3Y | +404.5% | +61.8% | +342.7% | +290.1% |
| 5Y | +282.2% | +42.7% | +239.5% | +208.4% |
| All | +1,779.8% | +198.0% | +1,581.7% | +1,024.3% |
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 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