+277.6%
TSM vs WTW
+42.3%
+235.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +2.6% | -7.8% | +10.4% | +3.6% |
| 30D | +1.4% | -7.9% | +9.3% | +2.3% |
| 3M | +5.0% | +19.9% | -15.0% | +2.2% |
| 6M | +24.0% | +9.8% | +14.2% | +22.2% |
| YTD | +41.6% | -3.3% | +44.9% | +42.8% |
| 1Y | +66.2% | -3.3% | +69.5% | +67.2% |
| 3Y | +398.2% | +61.5% | +336.7% | +296.4% |
| 5Y | +277.6% | +42.6% | +235.0% | +206.1% |
| All | +277.6% | +42.3% | +235.3% | +206.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling