+8,480.5%
TSM vs WTW
+1,139.1%
+7,341.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.3% |
| 7D | +6.0% | -2.7% | +8.8% | +7.0% |
| 30D | +4.5% | -5.6% | +10.2% | +6.4% |
| 3M | +3.1% | +26.5% | -23.4% | -5.8% |
| 6M | +30.2% | +8.1% | +22.1% | +24.7% |
| YTD | +45.2% | -0.3% | +45.5% | +41.9% |
| 1Y | +79.6% | -0.9% | +80.4% | +75.1% |
| 3Y | +411.0% | +66.6% | +344.4% | +299.1% |
| 5Y | +290.7% | +54.0% | +236.7% | +212.0% |
| 10Y | +1,753.6% | +198.1% | +1,555.4% | +1,019.5% |
| All | +8,480.5% | +1,139.1% | +7,341.4% | +4,587.1% |
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 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