+404.5%
TSM vs WTW
+61.9%
+342.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +1.0% | -5.7% | +6.7% | +0.2% |
| 30D | +1.0% | -7.3% | +8.2% | -0.1% |
| 3M | +2.9% | +21.5% | -18.6% | +6.3% |
| 6M | +22.8% | +9.6% | +13.2% | +25.9% |
| YTD | +43.3% | -3.3% | +46.6% | +45.8% |
| 1Y | +69.2% | -6.1% | +75.3% | +72.3% |
| 3Y | +404.5% | +61.8% | +342.7% | +420.5% |
| All | +404.5% | +61.9% | +342.6% | +420.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling